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

C. Bellgard, Peter Goldschmidt

Research output: Chapter in Book/Conference paperConference paper

Original languageEnglish
Title of host publicationProceedings of the 12th Annual Australasian Finance & Banking Conference, http://afbc.banking.unsw.edu.au/afbc12/
EditorsF. Moshirian
Place of PublicationUniversity of New South Wales, Sydney 20
PublisherSchool of Banking & Finance, University of New South Wales
Pages1-18
VolumeN/A
EditionSchool of Banking & Finance, U
Publication statusPublished - 1999
EventForecasting foreign exchange rates: Random Walk Hypothesis, linearity and data frequency - School of Banking & Finance, U
Duration: 1 Jan 1999 → …

Conference

ConferenceForecasting foreign exchange rates: Random Walk Hypothesis, linearity and data frequency
Period1/01/99 → …

Cite this