Forecasting the Polish zloty with non-linear models
Year of publication: |
2011
|
---|---|
Authors: | Rubaszek, Michał ; Skrzypczyński, Paweł ; Koloch, Grzegorz |
Institutions: | Narodowy Bank Polski |
Subject: | Exchange rate forecasting | Polish zloty | Markov-switching models | Artificial neural networks |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 81 2 pages long |
Classification: | C22 - Time-Series Models ; C45 - Neural Networks and Related Topics ; C53 - Forecasting and Other Model Applications ; F31 - Foreign Exchange ; G17 - Financial Forecasting |
Source: |
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