An edition of Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis (2004)

Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis

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Using out-of-sample mean squared prediction e ...
Todd E. Clark, Todd E. Clark
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Last edited by Open Library Bot
December 5, 2010 | History
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An edition of Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis (2004)

Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis

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Publish Date
Publisher
Research Division, Federal Reserve Bank of Kansas City
Language
English

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Subjects

Foreign exchange rates, Martingales (Mathematics), Mathematical models, Prediction theory
Edition Availability
Cover of: Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
2004, Research Division, Federal Reserve Bank of Kansas City
Electronic resource in English

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Book Details

Edition Notes

Also available in print.
Includes bibliographical references.
Title from PDF file (viewed on June 22, 2004).
"May 2004."
System requirements: Adobe Acrobat Reader.
Mode of access: World Wide Web.

Published in
Kansas City [Mo.]
Series
RWP ;, 04-03, Research working paper (Federal Reserve Bank of Kansas City : Online) ;, 04-03.

Classifications

Library of Congress
HB1

The Physical Object

Format
Electronic resource

ID Numbers

Open Library
OL3389683M
LCCN
2004616317

Source records

Library of Congress MARC record

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History

Download catalog record: RDF / JSON
December 5, 2010 Edited by Open Library Bot Added subjects from MARC records.
December 10, 2009 Created by WorkBot add works page