The random walk as a forecasting benchmark: drift or no drift?

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Moosa, Imad and Burns, Kelly ORCID: 0000-0003-4031-3442 (2016) The random walk as a forecasting benchmark: drift or no drift? Applied Economics, 48 (43). pp. 4131-4142. ISSN 0003-6846

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Item type Article
URI https://vuir.vu.edu.au/id/eprint/42085
DOI https://doi.org/10.1080/00036846.2016.1153788
Official URL https://www.tandfonline.com/doi/full/10.1080/00036...
Subjects Historical > FOR Classification > 1402 Applied Economics
Current > Division/Research > Institute for Sustainable Industries and Liveable Cities
Current > Division/Research > Victoria Energy Policy Centre (VEPC)
Keywords exchange rates; random walk without drift; random walk with drift; forecasts
Citations in Scopus 1 - View on Scopus
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