Extended switiching regression models with time-varying probabilities for combining forecasts
Arie Preminger, Uri Ben-Zion & David Wettstein
| Year of publication: |
2006
|
|---|---|
| Authors: | Preminger, Arie ; Ben-Zion, Uri ; Wettstein, David |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 12.2006, 6/7, p. 455-472
|
| Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Theorie | Theory | Japan | Großbritannien | United Kingdom | Schweiz | Switzerland | USA | United States | 1980-1996 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003382811