Forecasting exchange rates with elliptically symmetric principal components
Karo Solat, Kwok Ping Tsang
| Year of publication: |
2021
|
|---|---|
| Authors: | Solat, Karo ; Tsang, Kwok Ping |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 37.2021, 3, p. 1085-1091
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| Subject: | Elliptically symmetric principal components | Exchange rates | Factor model | Out-of-sample forecasting | Principal component analysis | Wechselkurs | Exchange rate | Theorie | Theory | Prognoseverfahren | Forecasting model | Hauptkomponentenanalyse | Faktorenanalyse | Factor analysis | US-Dollar | US dollar |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2020.11.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012794807