Modelling exchange rates: smooth transitions, neural networks, and linear models
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- Juan Reboredo & José Matías & Raquel Garcia-Rubio, 2012. "Nonlinearity in Forecasting of High-Frequency Stock Returns," Computational Economics, Springer;Society for Computational Economics, vol. 40(3), pages 245-264, October.
- Leila Ali & Marie Lebreton, 2013. "The Fall of Bretton Woods: Which Geography Matters?," Economics Bulletin, AccessEcon, vol. 33(2), pages 1396-1419.
- Houda Ben Hadj Boubaker, 2011. "The Forecasting Performance of Seasonal and Nonlinear Models," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 1(1), pages 26-39, March.
More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2001-05-02 (All new papers)
- NEP-CMP-2001-05-02 (Computational Economics)
- NEP-ETS-2001-05-02 (Econometric Time Series)
- NEP-FMK-2001-05-02 (Financial Markets)
- NEP-IFN-2001-05-02 (International Finance)
- NEP-NET-2001-05-02 (Network Economics)
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