Can cointegration-based forecasting outperform univariate models? : An application to Asian exchange rates
Year of publication: |
2002
|
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Authors: | MacCrae, Michael ; Lin, Yan-xia ; Pavlik, Daniel ; Gulati, Chandra M. |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 21.2002, 5, p. 355-380
|
Subject: | Prognoseverfahren | Forecasting model | Vergleich | Comparison | Kointegration | Cointegration | Wechselkurs | Exchange rate | Theorie | Theory | Asien | Asia | ARMA-Modell | ARMA model |
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