Can Cointegration-based Forecasting Outperform Univariate Models? An Application to Asian Exchange Rates
| Year of publication: |
2002
|
|---|---|
| Authors: | McCrae, M. ; Lin, Y.-X. ; Pavlik, D. ; Gulati, C.M. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 21.2002, 5, p. 355-380
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