Overreaction in Survey Exchange Rate Forecasts
From MaRDI portal
Publication:4687505
DOI10.1002/for.2289zbMath1397.62350WikidataQ62589549 ScholiaQ62589549MaRDI QIDQ4687505
Francesca Pancotto, Filippo Maria Pericoli, Marco Pistagnesi
Publication date: 12 October 2018
Published in: Journal of Forecasting (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/for.2289
62P20: Applications of statistics to economics
62M20: Inference from stochastic processes and prediction
91G70: Statistical methods; risk measures