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Nonlinear deterministic forecasting of daily dollar exchange rates

Cao, Liangyue; Soofi, Abdollah S. - In: International journal of forecasting 15 (1999) 4, pp. 421-430

Persistent link: https://www.econbiz.de/10001428536

Modelling and forecasting financial data : techniques of nonlinear dynamics

Soofi, Abdollah S. (contributor); Cao, Liangyue (contributor) - 2002

Persistent link: https://www.econbiz.de/10001665866

Prediction and volatility of black market currencies : evidence from renminbi and rial exchange rates

Soofi, Abdollah S.; Cao, Liangyue - In: International journal of theoretical and applied finance 5 (2002) 6, pp. 659-666

Persistent link: https://www.econbiz.de/10001743197

Nonlinear deterministic forecasting of daily Peseta-Dollar exchange rate

Soofi, Abdol S.; Cao, Liangyue - In: Economics letters 62 (1999) 2, pp. 175-180

Persistent link: https://www.econbiz.de/10006786391

Nonlinear deterministic forecasting of daily dollar exchange rates

Cao, Liangyue; Soofi, Abdol S. - In: International Journal of Forecasting 15 (1999) 4, pp. 421-430

Persistent link: https://www.econbiz.de/10005418147

Nonlinear deterministic forecasting of noisy financial time series: Does noise reduction matter?

Soofi, Abdol S.; Cao, Liangyue - Center for Nonlinear Dynamics in Economics and Finance … - 2001

Two series, German mark/US dollar exchange rate and US consumer price index, are tested to illustrate if nonlinear noise reduction could help to improve prediction. Three nonlinear noise reduction methods, local projective (LP), singular value decomposition (SVD) and simple nonlinear filtering...

Persistent link: https://www.econbiz.de/10005581904