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Distinguishing between stochastic and deterministic behavior in high frequency foreign exchange rate returns : can non-linear dynamics help forecasting
Cecen, A. A. - In: International journal of forecasting 12 (1996) 4, pp. 465-473
Persistent link: https://www.econbiz.de/10001214771
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A low dimensional fractal attractor in the foreign exchange markets?
Guillaume, Dominique M. - 1994 - Second draft
Persistent link: https://www.econbiz.de/10000883780
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Modelli di previsione a breve termine dei tassi di cambio
Peroni, Cristina - 1998
Persistent link: https://www.econbiz.de/10000983302
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Time varying parameters and exchange rate forecasting
De Arcangelis, Giuseppe - 1992
Persistent link: https://www.econbiz.de/10000838610
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Fundamentale Wechselkursprognose mit neuronalen Netzen : traditionelle versus neuere Ansätze zur Wechselkursbestimmung
Grimm, Günter - 1997
Persistent link: https://www.econbiz.de/10000967354
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Künstliche neuronale Netze versus ökonometrische und zeitreihenanalytische Verfahren zur Prognose ökonomischer Zeitreihen
Zimmerer, Thomas - 1997
Persistent link: https://www.econbiz.de/10000967950
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Fundamentalanalytische Beurteilung der Wechselkursentwicklung verschiedener Währungen
Braunhart, Dirk - 1989
Persistent link: https://www.econbiz.de/10000778300
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Exchange rate determination : sorting out theory and evidence
Marrinan, Jane Ellen - In: New England economic review (1989), pp. 39-51
Persistent link: https://www.econbiz.de/10001081766
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Empirical exchange rate models of the nineties : are any fit to survive?
Cheung, Yin-Wong; Chinn, Menzie David; Garcia Pascual, … - 2003 - This Version: June, 2003
Previous assessments of forecasting performance of exchange rate models have focused upon a narrow set of models typically of the 1970's vintage. The canonical papers in this literature are by Meese and Rogoff (1983, 1988), who examined monetary and portfolio balance models. Succeeding works by...
Persistent link: https://www.econbiz.de/10011521412