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Is a random walk the best exchange rate predictor?

International Journal of Forecasting, 13(2): 255--267, 1997.
Authors: Francesco Lisi and Alfredo Medio
URL: http://www.sciencedirect.com/science/article/B6V92-3SWYBTY-8/1/3eb81fa12cca36de84571172c2184f8d
Tags: Time series
| URL | BibTeX  
@article{Lisi1997,
title = {Is a random walk the best exchange rate predictor?},
author = {Francesco Lisi and Alfredo Medio},
journal = {International Journal of Forecasting},
month = {Jun},
number = {2},
pages = {255--267},
url = {http://www.sciencedirect.com/science/article/B6V92-3SWYBTY-8/1/3eb81fa12cca36de84571172c2184f8d},
volume = {13},
year = {1997},
keywords = {Time series }
}