The Library
Bootstrap predictability of daily exchange rates in ARMA models
Tools
Tools
Tools
Tambakis, Demosthenes N. and Royen, Anne-Sophie van (1999) Bootstrap predictability of daily exchange rates in ARMA models. Working Paper. University of Warwick: Warwick Business School Financial Econometrics Research Centre. Working Papers Series, Vol.1999 (No.5).
![[img]](https://wrap.warwick.ac.uk/style/images/fileicons/application_pdf.png)
|
PDF
WRAP_Tambakis_fwp99-05.pdf - Requires a PDF viewer. Download (10Mb) |
Official URL: http://www2.warwick.ac.uk/fac/soc/wbs/research/wfr...
| Item Type: | Working or Discussion Paper (Working Paper) | ||||
|---|---|---|---|---|---|
| Subjects: | H Social Sciences > HG Finance Q Science > QA Mathematics |
||||
| Divisions: | Faculty of Social Sciences > Warwick Business School > Financial Econometrics Research Centre Faculty of Social Sciences > Warwick Business School |
||||
| Library of Congress Subject Headings (LCSH): | Time-series analysis, Foreign exchange rates -- Forecasting, Bootstrap (Statistics) | ||||
| Series Name: | Working Papers Series | ||||
| Publisher: | Warwick Business School Financial Econometrics Research Centre | ||||
| Place of Publication: | University of Warwick | ||||
| Official Date: | 14 January 1999 | ||||
| Dates: |
|
||||
| Volume: | Vol.1999 | ||||
| Number: | No.5 | ||||
| Status: | Not Peer Reviewed | ||||
| Access rights to Published version: | Open Access (Creative Commons) |
Request changes or add full text files to a record
Repository staff actions (login required)
 |
View Item |
Downloads
Downloads per month over past year
