Multi-Scale Predictability for Emerging Foreign Exchange Markets

Expanding the work done by Bekiros and Marcellino [2013] to emerging markets will give a better understanding of the prediction power of artificial neural networks with a wavelet design. The finan- cial perspective discussed will be from an investor or traders view with possible strategies and polic...

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Bibliographic Details
Main Authors: Dahlén, Olle, Ask Åström, Anton
Format: Others
Language:English
Published: Linköpings universitet, Nationalekonomi 2016
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-134394