Forecast in foreign exchange markets View Full Text


Ontology type: schema:ScholarlyArticle     


Article Info

DATE

2001-04

AUTHORS

R. Baviera, M. Pasquini, M. Serva, D. Vergni, A. Vulpiani

ABSTRACT

We perform a statistical study of weak efficiency in Deutschemark/US dollar exchange rates using high frequency data. The presence of correlations in the returns sequence implies the possibility of a statistical forecast of market behavior. We show the existence of correlations and how information theory can be relevant in this context. More... »

PAGES

473-479

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/s100510170226

DOI

http://dx.doi.org/10.1007/s100510170226

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1027215239


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