Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis (Q291848)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis |
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Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis (English)
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10 June 2016
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exchange rate
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forecasting
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causality
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random walk
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testing
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efficient markets
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