PPT Slide
V) "Technical Trading Rules in the European Monetary System”
-- Neely and Weller (1998)
A) The Data and sample periods
1) Four ERM exchange rates: DEM/FRF, DEM/ITL, DEM/NLG and
DEM/GBP
2) Training period, 3/13/79 to 1/2/83; selection period, 1/3/83 to 1/1/86; validation period, 1/2/86 to 6/21/96.
2) Training period, 3/13/79 to 1/2/83; selection period, 1/3/83 to 1/1/86; validation period, 1/2/86 to 6/21/96.
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