Exchange-Rates Forecasting: Exponential Smoothing Techniques And Arima Models
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References listed on IDEAS
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- Andreea – Cristina PETRICA & Stelian STANCU, 2017. "Empirical Results of Modeling EUR/RON Exchange Rate using ARCH, GARCH, EGARCH, TARCH and PARCH models," Romanian Statistical Review, Romanian Statistical Review, vol. 65(1), pages 57-72, March.
More about this item
KeywordsForecasting; Simple Exponential Smoothing; Double Exponential Smoothing; Holt-Winters Additive; Holt-Winters Multiplicative;
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F47 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Forecasting and Simulation: Models and Applications
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