Identifying exchange rate common factors (Q4629237)
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scientific article; zbMATH DE number 7039835
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Identifying exchange rate common factors |
scientific article; zbMATH DE number 7039835 |
Statements
IDENTIFYING EXCHANGE RATE COMMON FACTORS (English)
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21 March 2019
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exchange rate returns
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stochastic discount factors
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principal components forecasting
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0.8594903349876404
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0.7395800948143005
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0.7232105135917664
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