Enhancing the forecasting power of exchange rate models by introducing nonlinearity : does it work?
Kelly Burns, Imad A. Moosa
| Year of publication: |
November 2015
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|---|---|
| Authors: | Burns, Kelly ; Moosa, Imad A. |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 50.2015, p. 27-39
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| Subject: | Forecasting | Random walk | Exchange rate models | Nonlinearity | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Random Walk | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2015.06.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011439608