Allen, David E.; McAleer, Michael; Peiris, Shelton; … - In: Risks : open access journal 4 (2016) 1, pp. 1-14
in US dollar terms. Euro, British pound, Chinese yuan, and Japanese yen are modelled using a variety of non-linear models …This paper features an analysis of major currency exchange rate movements in relation to the US dollar, as constituted … relationships with the US dollar are captured best by neural net regression models, over the ten year sample of daily exchange rate …