Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies
David. E. Allen, Michael McAleer, Peiris Sheöton and Abhay K. Singh
| Year of publication: |
November 6, 2015
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| Authors: | Allen, David E. ; McAleer, Michael ; Shelton, Peiris ; Singh, Abhay Kumar |
| Publisher: |
[Rotterdam] : [Econometric Institute, Erasmus School of Economics] |
| Subject: | Wechselkurs | Exchange rate | US-Dollar | US dollar | Euro | Pfund Sterling | Pound Sterling | Yen | Renminbi | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | Neuronale Netze | Neural networks | Glättungsverfahren | Smoothing technique | USA | United States | EU-Staaten | EU countries | Großbritannien | United Kingdom | Japan | China | 2005-2015 |
freely available
| Extent: | 1 Online-Ressource (circa 18 Seiten) Illustrationen |
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| Series: | Econometric Institute research papers. - Rotterdam : [Verlag nicht ermittelbar], ZDB-ID 2169625-1. - Vol. EI2015-33 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Other identifiers: | hdl:1765/79217 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011432736