Pages that link to "Item:Q5489150"
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The following pages link to ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY (Q5489150):
Displaying 17 items.
- Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates (Q289183) (← links)
- Are exchange rate movements a random walk? (Q374845) (← links)
- Estimation and inference in unstable nonlinear least squares models (Q528129) (← links)
- Do exchange rates follow a random walk process in middle eastern countries? (Q1128597) (← links)
- Empirical modeling of exchange rate dynamics (Q1210809) (← links)
- A random coefficient model of speculative attacks: The case of the Mexican peso (Q1367826) (← links)
- Forecasting the exchange rate PPP versus a random walk (Q1391650) (← links)
- Structural breaks in Taylor rule based exchange rate models -- evidence from threshold time varying parameter models (Q1672749) (← links)
- Time-varying model averaging (Q2024462) (← links)
- Does modeling a structural break improve forecast accuracy? (Q2295799) (← links)
- A residual-based ADF test for stationary cointegration in I(2) settings (Q2343747) (← links)
- Real exchange rate forecasting and PPP: this time the random walk loses (Q2416211) (← links)
- Random walk or a run. Market microstructure analysis of foreign exchange rate movements based on conditional probability (Q2869981) (← links)
- LEARNING, THE FORWARD PREMIUM PUZZLE, AND MARKET EFFICIENCY (Q3397762) (← links)
- ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY (Q4634439) (← links)
- Robust inference for predictability in smooth transition predictive regressions (Q5860894) (← links)
- Evaluating forecast performance with state dependence (Q6090570) (← links)
