A comparison between neural networks and chaotic models for exchange rate prediction
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- F, Lisi, 1997. "One-Step Prediction of Chaotic Time Series by Multivariate Reconstruction," Working Papers 97-02, Center for Research in Economics and Statistics.
- Meese, Richard A. & Rogoff, Kenneth, 1983. "Empirical exchange rate models of the seventies : Do they fit out of sample?," Journal of International Economics, Elsevier, vol. 14(1-2), pages 3-24, February.
- Hsieh, David A, 1989. "Testing for Nonlinear Dependence in Daily Foreign Exchange Rates," The Journal of Business, University of Chicago Press, vol. 62(3), pages 339-368, July.
- De Grauwe, Paul, 1990. "Deterministic Chaos in the Foreign Exchange Markets," CEPR Discussion Papers 370, C.E.P.R. Discussion Papers.
- Diebold, Francis X. & Nason, James A., 1990.
"Nonparametric exchange rate prediction?,"
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Elsevier, vol. 28(3-4), pages 315-332, May.
- Francis X. Diebold & James M. Nason, 1989. "Nonparametric exchange rate prediction?," Finance and Economics Discussion Series 81, Board of Governors of the Federal Reserve System (U.S.).
- Lisi, Francesco & Medio, Alfredo, 1997. "Is a random walk the best exchange rate predictor?," International Journal of Forecasting, Elsevier, vol. 13(2), pages 255-267, June. Full references (including those not matched with items on IDEAS)