Forecasting the exchange rate between Euro and USD : probabilistic approach versus ARIMA and exponential smoothing techniques
Year of publication: |
2012
|
---|---|
Authors: | Maniatis, Paraschos |
Published in: |
The journal of applied business research. - Littleton, Colo. : CIBER Research Inst., ISSN 0892-7626, ZDB-ID 1107555-7. - Vol. 28.2012, 2, p. 171-192
|
Subject: | Zeitreihenanalyse | Time series analysis | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Theorie | Theory | Euro | EU-Staaten | EU countries | ARMA-Modell | ARMA model |
-
Limitation of ARIMA models in financial and monetary economics
Petrică, Andreea-Cristina, (2016)
-
Trends in the CZK development and AR(I)MA forecasting
Melcher, Ota, (2015)
-
SEMIFAR forecasts, with applications to foreign exchange rates
Beran, Jan, (1999)
- More ...
-
A Taxonomy of electricity demand forecasting techniques and a selection strategy
Maniatis, Paraschos, (2017)
-
Maniatis, Paraschos, (1983)
-
Speculative bubbles : conditions of creation and explosion
Maniatis, Paraschos, (2009)
- More ...