The performance of non-linear exchange rate models : a forecasting comparison
Year of publication: |
2002
|
---|---|
Authors: | Boero, Gianna ; Marrocu, Emanuela |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 21.2002, 7, p. 513-542
|
Subject: | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | US-Dollar | US dollar | Deutsche Mark | Französischer Franc | French franc | Yen | Vergleich | Comparison | Welt | World | Nichtlineare Regression | Nonlinear regression |
-
Formation des anticipations de change : l'hypothèse d'un processus mixte
Prat, Georges, (1996)
-
Modelli non lineari per i tassi di cambio : un confronto previsivo con dati a diversa frequenza
Boero, Gianna, (2000)
-
Aggarwal, Raj, (2009)
- More ...
-
Evaluating non-linear models on point and interval forecasts : an application with exchange rates
Boero, Gianna, (2005)
-
Boero, Gianna, (2004)
-
Modelli non lineari per i tassi di cambio : un confronto previsivo con dati a diversa frequenza
Boero, Gianna, (2000)
- More ...