Models of exchange rates : A comparison of forecasting results
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Bibliographic InfoArticle provided by Elsevier in its journal International Journal of Forecasting.
Volume (Year): 4 (1988)
Issue (Month): 4 ()
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Web page: http://www.elsevier.com/locate/ijforecast
Other versions of this item:
- Wolff, Christian C.P., 1988. "Models of exchange rates. A comparison of forecasting results," Open Access publications from Maastricht University urn:nbn:nl:ui:27-13900, Maastricht University.
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- PREMINGER, Arie & FRANCK, Raphael, .
"Forecasting exchange rates: a robust regression approach,"
CORE Discussion Papers RP
-1917, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Preminger, Arie & Franck, Raphael, 2007. "Forecasting exchange rates: A robust regression approach," International Journal of Forecasting, Elsevier, vol. 23(1), pages 71-84.
- PREMINGER, Arie & FRANCK, Raphael, 2005. "Forecasting exchange rates: a robust regression approach," CORE Discussion Papers 2005025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Khurshid Kiani & Terry Kastens, 2008. "Testing Forecast Accuracy of Foreign Exchange Rates: Predictions from Feed Forward and Various Recurrent Neural Network Architectures," Computational Economics, Society for Computational Economics, vol. 32(4), pages 383-406, November.
- Angela He & Alan Wan, 2009. "Predicting daily highs and lows of exchange rates: a cointegration analysis," Journal of Applied Statistics, Taylor and Francis Journals, vol. 36(11), pages 1191-1204.
- De Gooijer, Jan G. & Ray, Bonnie K. & Krager, Horst, 1998. "Forecasting exchange rates using TSMARS," Journal of International Money and Finance, Elsevier, vol. 17(3), pages 513-534, June.
- Pan, Ming-Shiun & Liu, Y. Angela & Chan, Kam C., 1996. "An examination of long-term dependence in black market exchange rates in eight Pacific-Basin countries," International Review of Economics & Finance, Elsevier, vol. 5(2), pages 175-185.
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