The Random Behavior of Flexible Exchange Rates: Implications for Forecasting

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*

1970 • 15,798 citations

Practical Nonparametric Statistics

2000 • 11,073 citations

Théorie de la spéculation

1900 • 2,440 citations

Forecasting Sales by Exponentially Weighted Moving Averages

1960 • 1,883 citations

Forecasts of Future Prices, Unbiased Markets, and "Martingale" Models

1966 • 449 citations

The Prediction Performance of the FRB-MIT-PENN Model of the U.S. Economy

1972 • 397 citations

Predictability of Stock Market Prices.

1971 • 252 citations

The Theory of Forward Exchange and Effects of Government Intervention on the Forward Exchange Market

1959 • 112 citations

Speculative Prices as Random Walks: An Analysis of Ten Time Series of Flexible Exchange Rates

1967 • 94 citations

Speculation, Hedging and Commodity Price Forecasts.

1971 • 71 citations

Profits from Forward Exchange Speculation

1965 • 7 citations