Non-linear, non-parametric, non-fundamental exchange rate forecasting.
- Published in:
- Journal of Forecasting, 2006, v. 25, n. 4, p. 227, doi. 10.1002/for.986
- By:
- Publication type:
- Article
Works matching IS 02776693 AND DT 2006 AND VI 25 AND IP 4
Results: 4
1
2
Detrending economic time series: a Bayesian generalization of the Hodrick–Prescott filter.
- Published in:
- Journal of Forecasting, 2006, v. 25, n. 4, p. 247, doi. 10.1002/for.987
- By:
- Publication type:
- Article
3
Random walk hypothesis in exchange rate reconsidered.
- Published in:
- Journal of Forecasting, 2006, v. 25, n. 4, p. 275, doi. 10.1002/for.988
- By:
- Publication type:
- Article
4
Long-memory forecasting of US monetary indices.
- Published in:
- Journal of Forecasting, 2006, v. 25, n. 4, p. 291, doi. 10.1002/for.990
- By:
- Publication type:
- Article