Forecasting exchange rates with linear and nonlinear models
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- Rakesh K. Bissoondeeal & Michail Karoglou & Alicia M. Gazely, 2011. "Forecasting The Uk/Us Exchange Rate With Divisia Monetary Models And Neural Networks," Scottish Journal of Political Economy, Scottish Economic Society, vol. 58(1), pages 127-152, February.
- Chun-Teck Lye & Tze-Haw Chan & Chee-Wooi Hooy, 2012.
"Nonlinear Analysis Of Chinese And Malaysian Exchange Rates Predictability With Monetary Fundamentals,"
Journal of Global Business and Economics,
Global Research Agency, vol. 5(1), pages 38-49, July.
- Chun-Teck Lye Author_Email: email@example.com & Tze-Haw Chan & Chee-Wooi Hooy, 2011. "Nonlinear Analysis Of Chinese And Malaysian Exchange Rates Predictability With Monetary Fundamentals," 2nd International Conference on Business and Economic Research (2nd ICBER 2011) Proceeding 2011-270, Conference Master Resources.
- Chun-Teck Lye & Tze-Haw Chan & Chee-Wooi Hooy, 2011. "Nonlinear prediction of Malaysian exchange rate with monetary fundamentals," Economics Bulletin, AccessEcon, vol. 31(3), pages 1960-1967.
- Sermpinis, Georgios & Stasinakis, Charalampos & Dunis, Christian, 2014. "Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 30(C), pages 21-54.
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Keywordsexchange rates; forecasting; linear models; nonlinear models; autoregressive integrated moving average; ARIMA models; neural networks; ANNs; generalised autoregressive conditional heteroskedasticity; GARCH models; random walk models.;
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