Narrow search
Showing 1 - 10 of 3,383
Cover Image
Forecast intervals for US/EURO foreign exchange rate
Bratu, Mihaela - In: Revista de métodos cuantitativos para la economía y … 23 (2017), pp. 257-271
The main goal of this research is to construct and assess forecast intervals for monthly US/EURO foreign exchange rate. The point forecasts used to build the intervals are based on a vector autoregression (VAR model) and on a Bayesian VAR model for data starting with the first month of 1999. The...
Persistent link: https://www.econbiz.de/10011694420
Cover Image
Is sign-only forecast of exchange rate easier than forecasting both sign and size?
Park, Hae-Sun; Jun, Jongbyung; Yoo, Kyeongwon - In: Journal of international trade & commerce 13 (2017) 5, pp. 25-49
Persistent link: https://www.econbiz.de/10011800826
Cover Image
Forecasting exchange rates using feedforward and recurrent neural networks
Kuan, Chung-ming; Liu, Tung - 1994 - 2. rev
Persistent link: https://www.econbiz.de/10000891688
Cover Image
Forecast selection by conditional predictive ability tests : an application to the yen/dollar exchange rate
Kawakami, Kei (contributor) - 2008
Persistent link: https://www.econbiz.de/10003639008
Cover Image
The extended switching regression model : allowing for multiple latent state variables
Preminger, Arie; Ben-Zion, Uri; Wettstein, David - In: Journal of forecasting 26 (2007) 7, pp. 457-473
Persistent link: https://www.econbiz.de/10003593886
Cover Image
Exchange rate model approximation, forecast and sensitivity analysis by neural networks, case of Iran
Pedram, Mehdi; Ebrahimi, Maryam - In: Inventi impact: microfinance & banking (2015) 1, pp. 25-38
Persistent link: https://www.econbiz.de/10010514052
Cover Image
The empirical performance of option based densities of foreign exchange
Craig, Ben R.; Keller, Joachim G. - 2002
Risk neutral densities (RND) can be used to forecast the price of the underlying basis for the option, or it may be used to price other derivates based on the same sequence. The method adopted in this paper to calculate the RND is to firts estimate daily the diffusion process of the underlying...
Persistent link: https://www.econbiz.de/10011431367
Cover Image
Exchange rate model approximation, forecast and sensitivity analysis by neural networks, case of Iran
Pedram, Mehdi; Ebrahimi, Maryam - In: Business and Economic Research : BER 4 (2014) 2, pp. 49-62
Persistent link: https://www.econbiz.de/10011343873
Cover Image
Exchange rate forecasting model : an empirical analysis of artificial neural network (ANN) versus linear regression (LR)
Tandon, Deepak; Tandon, Neelam - In: International finance for infrastructure development, (pp. 192-208). 2013
Persistent link: https://www.econbiz.de/10009725265
Cover Image
Empirical model for forecasting exchange rate dynamics : the GO-GARCH approach
Isenah, Godknows M.; Olubusoye, Olusanya E. - In: CBN journal of applied statistics 7 (2016) 1, pp. 179-208
The study aimed at determining a set of superior generalized orthogonal-GARCH (GO-GARCH) models for forecasting time-varying conditional correlations and variances of five foreign exchange rates vis-à-vis the Nigerian Naira. Daily data covering the period 02/01/2009 to 19/03/2015 was used, and...
Persistent link: https://www.econbiz.de/10011534717