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