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...
Main Authors: | , |
---|---|
Format: | Others |
Language: | English |
Published: |
Linköpings universitet, Nationalekonomi
2016
|
Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-134394 |