The role of the forecast-generating process in assessing asset market models of the exchange rate: a non-linear case

European Journal of Finance

Volumn 2, Issue 2, 1996, Pages 125-144

  Kirikos, Dimitris G ^a,b  

^a UNIVERSITY OF CRETE   (Greece)

^b TECHNOLOGICAL EDUCATIONAL INSTITUTE OF CRETE   (Greece)

Author keywords

asset markets; exchange rates; Markov process; non linear forecasts

Indexed keywords

EID: 0011122327     PISSN: 1351847X     EISSN: 14664364     Source Type: Journal    
DOI: 10.1080/13518479600000001     Document Type: Article

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