A general framework for predicting returns from multiple currency investments

DOI10.1016/S0165-1889(97)00116-4MaRDI QIDQ1128948zbMATH OpenFDO

Authors Costas Christou, P. A. V. B. Swamy, George S. Tavlas

Publication date 13 August 1998

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

zbMATH Keywords

forecastingfuture returns on financial assets

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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• Circumstances in which different criteria of estimation can be applied to estimate policy effects
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• Linear Statistical Inference and its Applications
• Multivariate Stochastic Variance Models
• On the Nature and Discovery of Structure

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