Forecasting exchange rates using multivariate threshold models
Year of publication: |
2016
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Authors: | Huber, Florian |
Published in: |
The B.E. journal of macroeconomics. - Berlin : De Gruyter, ISSN 1935-1690, ZDB-ID 2266677-1. - Vol. 16.2016, 1, p. 193-210
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Subject: | exchange rates | forecasting | non-linear time series analysis | Wechselkurs | Exchange rate | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Theorie | Theory | Schätzung | Estimation | Nichtlineare Regression | Nonlinear regression |
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