Testing nonlinear forecastability in time series: Theory and evidence from the EMS
type: Item
instance of: scholarly article
title: Testing nonlinear forecastability in time series: Theory and evidence from the EMS
zbMATH Open document ID: 0907.90070
DOI: 10.1016/S0165-1765(98)00019-6
author: Fernando Fernández-Rodríguez
author: Simón Sosvilla-Rivero
published in: Economics Letters
publication date: 1998-08-13T00:00:00Z
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 1190011
zbMATH Keywords: forecastability
zbMATH Keywords: exchange rates
zbMATH Keywords: european monetary system
MaRDI profile type: Publication
cites work: Chaotic behaviour in exchange-rate series. First results for the Peseta- U.S. Dollar case
cites work: Long-Term Memory in Stock Market Prices
cites work: Statistical methods in finance
cites work: NEAREST‐NEIGHBOUR METHODS FOR TIME SERIES ANALYSIS
full work available at URL: s0165-1765(98)00019-6
OpenAlex ID: W2008791656
description: scientific article; zbMATH DE number 1190011