Predicting spot exchange rates in a nonlinear estimation framework using futures prices

被引：0
作者：
Parhizgari, AM
DeBoyrie, ME
机构：
[1] Department of Finance, Florida International University
来源：
JOURNAL OF FUTURES MARKETS | 1997年 / 17卷 / 08期
关键词：
LOCALLY WEIGHTED REGRESSION; TREASURY-BILL FUTURES; MARKET-EFFICIENCY; RATE MODELS; RATIONAL-EXPECTATIONS; RATE FORECASTS; RANDOM-WALK; TESTS; MONETARY; COINTEGRATION;
D O I：
10.1002/(SICI)1096-9934(199712)17:8<935::AID-FUT5>3.0.CO;2-M
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
[No abstract available]
引用
收藏
页码：935 / 956
页数：22
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