A Bayesian methodology to explore the effects of memory loss in currency markets. Putnam, B. H. Review of Financial Economics, 11(3):163–173, 2002.
A Bayesian methodology to explore the effects of memory loss in currency markets [link]Paper  bibtex   
@article{Putnam2002a,
  added-at = {2008-04-22T15:17:45.000+0200},
  author = {Putnam, Bluford H.},
  biburl = {https://www.bibsonomy.org/bibtex/2f61193de960b3a660ddb5dcd08b62522/smicha},
  interhash = {0a5f128aa62f2a06f7992d9dca68b8d5},
  intrahash = {f61193de960b3a660ddb5dcd08b62522},
  journal = {Review of Financial Economics},
  keywords = {imported},
  number = 3,
  pages = {163--173},
  timestamp = {2008-04-22T15:32:25.000+0200},
  title = {A Bayesian methodology to explore the effects of memory loss in currency
	markets},
  url = {http://www.sciencedirect.com/science/article/B6W61-46Y4DNV-4/1/ecf34de4c5ca0632291a15915fc6dbb6},
  volume = 11,
  year = 2002
}

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