Averaged-calibration-length prediction for currency exchange rates by a time-dependent Vasicek model
Tomasz Serafin, Anna Michalak, Łukasz Bielak, Agnieszka Wyłomańska
| Year of publication: |
2020
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|---|---|
| Authors: | Serafin, Tomasz ; Michalak, Anna ; Bielak, Łukasz ; Wyłomańska, Agnieszka |
| Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 10.2020, 3, p. 579-599
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| Subject: | Modeling | Vasicek Model | Time-Dependent Model | Long-Term Prediction | Calibration | Estimation | Prognoseverfahren | Forecasting model | Wechselkurs | Exchange rate | Schätzung | Prognose | Forecast | Schätztheorie | Estimation theory | Modellierung | Scientific modelling |