Distance-based nearest neighbour forecasting with application to exchange rate predictability
Foteini Kyriazi and Dimitrios D. Thomakos
| Year of publication: |
2020
|
|---|---|
| Authors: | Kyriazi, Foteini ; Thomakos, Dimitrios D. |
| Published in: |
IMA journal of management mathematics. - Oxford : Univ. Press, ISSN 1471-6798, ZDB-ID 2045093-X. - Vol. 31.2020, 4, p. 469-490
|
| Subject: | distances | forecasting | naíve forecast | nearest neighbours | non-stationary time series | random walk | unit roots | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Random Walk | Random walk | Prognose | Forecast | Einheitswurzeltest | Unit root test |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/imaman/dpz016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012314033