| Record ID | marc_loc_2016/BooksAll.2016.part32.utf8:107810449:1491 |
| Source | Library of Congress |
| Download Link | /show-records/marc_loc_2016/BooksAll.2016.part32.utf8:107810449:1491?format=raw |
LEADER: 01491cam a22003377a 4500
001 2004616317
003 DLC
005 20040701085439.0
007 cr |||||||||||
008 040622s2004 mou sb f000 0 eng
010 $a 2004616317
040 $aDLC$cDLC
050 00 $aHB1
100 1 $aClark, Todd E.
245 10 $aUsing out-of-sample mean squared prediction errors to test the martingale difference hypothesis$h[electronic resource] /$cTodd E. Clark and Kenneth D. West.
260 $aKansas City [Mo.] :$bResearch Division, Federal Reserve Bank of Kansas City,$c[2004]
490 1 $aRWP ;$v04-03
538 $aSystem requirements: Adobe Acrobat Reader.
538 $aMode of access: World Wide Web.
500 $aTitle from PDF file (viewed on June 22, 2004).
500 $a"May 2004."
530 $aAlso available in print.
504 $aIncludes bibliographical references.
650 0 $aPrediction theory$xMathematical models.
650 0 $aMartingales (Mathematics)
650 0 $aForeign exchange rates$xMathematical models.
700 1 $aWest, Kenneth D.$q(Kenneth David)
710 2 $aFederal Reserve Bank of Kansas City.$bResearch Division.
830 0 $aResearch working paper (Federal Reserve Bank of Kansas City : Online) ;$v04-03.
856 42 $3Abstract page with link to full-text PDF report$uhttp://www.kc.frb.org/PUBLICAT/RESWKPAP/RWP04-03.htm
856 42 $3Research Working Papers publication listings page$uhttp://www.kc.frb.org/PUBLICAT/RESWKPAP/Rwpmain.htm