Bayesian Model Averaging and Exchange Rate Forecasts
Year of publication: |
2003
|
---|---|
Authors: | Wright, Jonathan H. |
Publisher: |
[S.l.] : SSRN |
Subject: | Bayes-Statistik | Bayesian inference | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Modellierung | Scientific modelling | Random Walk | Random walk | Bootstrap-Verfahren | Bootstrap approach | Industrieländer | Industrialized countries |
Extent: | 1 Online-Ressource (32 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 2003 erstellt |
Other identifiers: | 10.2139/ssrn.457345 [DOI] |
Classification: | C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; F31 - Foreign Exchange |
Source: | ECONIS - Online Catalogue of the ZBW |
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