Exchange rates forecasting : can jump models combined with macroeconomic fundamentals help?
Tomáš Bunčák
| Year of publication: |
October 2016
|
|---|---|
| Authors: | Bunčák, Tomáš |
| Published in: |
Prague economic papers : a bimonthly journal of economic theory and policy. - Prague : Oeconomica Publ., ISSN 1210-0455, ZDB-ID 1112445-3. - Vol. 25.2016, 5, p. 527-546
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| Subject: | exchange rates forecasting | jump processes | macroeconomic fundamentals | out-of sample testing | cross-validation | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Prognose | Forecast | Schätztheorie | Estimation theory | Volatilität | Volatility |