Predicting exchange rates using a novel "cointegration based neuro-fuzzy system"
Behrooz Gharleghi, Abu Hassan Shaari, Najla Shafighi
| Year of publication: |
May 2014
|
|---|---|
| Authors: | Gharleghi, Behrooz ; Abu Hassan Shaari Mohd Nor ; Shafighi, Najla |
| Published in: |
International economics : a journal published by CEPII (Center for research and expertise on the world economy). - [Amsterdam] : Elsevier, ISSN 1240-8093, ZDB-ID 1232628-8. - Vol. 137.2014, p. 88-103
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| Subject: | Exchange rate | Error correction model | Intelligence systems | Neural networks | Unit root | Prognoseverfahren | Forecasting model | Neuronale Netze | Wechselkurs | Kointegration | Cointegration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.inteco.2013.12.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011620048