Quotation Trapletti, Adrian, Geyer, Alois, Leisch, Friedrich. 2002. Forecasting Exchange Rates using Cointegration Models and Intra-day Data. Journal of Forecasting, 21, 151-166


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Journal article
Journal Journal of Forecasting
Citation Index SSCI
WU Journalrating 2009 A
WU-Journal-Rating new FIN-A, INF-A, MAR-B, STRAT-B, VW-D, WH-B
Language English
Title Forecasting Exchange Rates using Cointegration Models and Intra-day Data
Year 2002
Reviewed? Y

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Projects
Forecasting foreign exchange rates using high frequency data
People
Geyer, Alois (Details)
Organization
Operations Research (Former organization)
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