Evaluating non-linear models on point and interval forecasts: an application with exchange rates
Year of publication: |
2005
|
---|---|
Authors: | Boero, Gianna ; Marrocu, Emanuela |
Published in: |
Banca Nazionale del Lavoro Quarterly Review. - Banca Nazionale del Lavoro. - Vol. 58.2005, 232, p. 91-120
|
Publisher: |
Banca Nazionale del Lavoro |
Subject: | Exchange Rates |
-
The Forward Premium Puzzle only emerges gradually
Bernoth, Kerstin, (2007)
-
Forecast Evaluation of Explanatory Models of Financial Variability
Sucarrat, Genaro, (2009)
-
Exchange rates and fundamentals
Engel, Charles, (2003)
- More ...
-
Evaluating non-linear models on point and interval forecasts : an application with exchange rates
Boero, Gianna, (2005)
-
Boero, Gianna, (2004)
-
Modelli non lineari per i tassi di cambio : un confronto previsivo con dati a diversa frequenza
Boero, Gianna, (2000)
- More ...