BKKS_appendix.pdf
Creators:
Joscha Beckmann
;
Gary Koop
;
Dimitris Korobilis
;
Rainer Alexander Schüssler
From the dataset abstract
We consider how an investor in the foreign exchange market can exploit predictive information by means of flexible Bayesian inference. Using a variety of vector autoregressive models, the...
Source: Exchange rate predictability and dynamic Bayesian learning (replication data)
Metadata
| Field | Value |
|---|---|
| Format | application/pdf |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/8971c06f-e0f4-42ab-a3fb-d81ea1f1d0a3/resource/1dbc4722-4be1-4d4a-8383-70f89ec19590/download/bkks_appendix.pdf |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
