Can cointegration-based forecasting outperform univariate models? : An application to Asian exchange rates
Michael McCrae ...
| Year of publication: |
2002
|
|---|---|
| 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 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of forecasting |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001688512