Do Euro exchange rates follow a martingale? Some out-of-sample evidence Academic Article

authors

• Kolari, James

published proceedings

• Journal of Banking & Finance

author list (cited authors)

• Yang, J., Su, X., & Kolari, J. W.

citation count

• 36

complete list of authors

• Yang, Jian||Su, Xiaojing||Kolari, James W

publication date

• May 2008

publisher

• Elsevier BV  Publisher

published in

• Journal of Banking and Finance  Journal

keywords

• Euro Exchange Rates
• Forecasting Evaluation
• Martingale
• Nonlinear Models
• Technical Trading Rule

Digital Object Identifier (DOI)

• 10.1016/j.jbankfin.2007.05.009

start page

• 729

end page

• 740

volume

• 32

issue

• 5

URL

• http://dx.doi.org/10.1016/j.jbankfin.2007.05.009