Linear and Non-linear (Non-)Forecastability of High-frequency Exchange Rates

• 1 March 1997
• journal article
• research article
• Published by Wiley in Journal of Forecasting
• Vol. 16  (2) , 125-145
• https://doi.org/10.1002/(sici)1099-131x(199703)16:2<125::aid-for648>3.0.co;2-t

Abstract

Keywords

• NONLINEAR
• TIME SERIES
• FORECASTING
• EXCHANGE RATES