Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis (Q291848)
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scientific article; zbMATH DE number 6591850
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis |
scientific article; zbMATH DE number 6591850 |
Statements
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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0.8651477098464966
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0.8651477098464966
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0.8138685822486877
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0.8138685822486877
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0.8030707836151123
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