Forecasting foreign exchange rates: Random Walk Hypothesis, linearity and data frequency

C. Bellgard; Peter Goldschmidt

Forecasting foreign exchange rates: Random Walk Hypothesis, linearity and data frequency

C. Bellgard, Peter Goldschmidt

Research output: Chapter in Book/Conference paper › Conference paper › peer-review

Original language	English
Title of host publication	Proceedings of the 12th Annual Australasian Finance & Banking Conference, http://afbc.banking.unsw.edu.au/afbc12/
Editors	F. Moshirian
Place of Publication	University of New South Wales, Sydney 20
Publisher	School of Banking & Finance, University of New South Wales
Pages	1-18
Volume	N/A
Edition	School of Banking & Finance, U
Publication status	Published - 1999
Event	Forecasting foreign exchange rates: Random Walk Hypothesis, linearity and data frequency - School of Banking & Finance, U Duration: 1 Jan 1999 → …

Conference

Conference	Forecasting foreign exchange rates: Random Walk Hypothesis, linearity and data frequency
Period	1/01/99 → …

Cite this

Bellgard, C., & Goldschmidt, P. (1999). Forecasting foreign exchange rates: Random Walk Hypothesis, linearity and data frequency. In F. Moshirian (Ed.), Proceedings of the 12th Annual Australasian Finance & Banking Conference, http://afbc.banking.unsw.edu.au/afbc12/ (School of Banking & Finance, U ed., Vol. N/A, pp. 1-18). School of Banking & Finance, University of New South Wales.

Bellgard, C. ; Goldschmidt, Peter. / Forecasting foreign exchange rates: Random Walk Hypothesis, linearity and data frequency. Proceedings of the 12th Annual Australasian Finance & Banking Conference, http://afbc.banking.unsw.edu.au/afbc12/. editor / F. Moshirian. Vol. N/A School of Banking & Finance, U. ed. University of New South Wales, Sydney 20 : School of Banking & Finance, University of New South Wales, 1999. pp. 1-18

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author = "C. Bellgard and Peter Goldschmidt",

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Bellgard, C & Goldschmidt, P 1999, Forecasting foreign exchange rates: Random Walk Hypothesis, linearity and data frequency. in F Moshirian (ed.), Proceedings of the 12th Annual Australasian Finance & Banking Conference, http://afbc.banking.unsw.edu.au/afbc12/. School of Banking & Finance, U edn, vol. N/A, School of Banking & Finance, University of New South Wales, University of New South Wales, Sydney 20, pp. 1-18, Forecasting foreign exchange rates: Random Walk Hypothesis, linearity and data frequency, 1/01/99.

Forecasting foreign exchange rates: Random Walk Hypothesis, linearity and data frequency. / Bellgard, C.; Goldschmidt, Peter.
Proceedings of the 12th Annual Australasian Finance & Banking Conference, http://afbc.banking.unsw.edu.au/afbc12/. ed. / F. Moshirian. Vol. N/A School of Banking & Finance, U. ed. University of New South Wales, Sydney 20: School of Banking & Finance, University of New South Wales, 1999. p. 1-18.

Research output: Chapter in Book/Conference paper › Conference paper › peer-review

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AU - Goldschmidt, Peter

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EP - 18

BT - Proceedings of the 12th Annual Australasian Finance & Banking Conference, http://afbc.banking.unsw.edu.au/afbc12/

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PB - School of Banking & Finance, University of New South Wales

CY - University of New South Wales, Sydney 20

T2 - Forecasting foreign exchange rates: Random Walk Hypothesis, linearity and data frequency

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Bellgard C, Goldschmidt P. Forecasting foreign exchange rates: Random Walk Hypothesis, linearity and data frequency. In Moshirian F, editor, Proceedings of the 12th Annual Australasian Finance & Banking Conference, http://afbc.banking.unsw.edu.au/afbc12/. School of Banking & Finance, U ed. Vol. N/A. University of New South Wales, Sydney 20: School of Banking & Finance, University of New South Wales. 1999. p. 1-18