Forecast comparison of exchange rate models with the Kalman filter
Pin Ng and Asdollah Heidari
| Year of publication: |
1992
|
|---|---|
| Authors: | Ng, Pin T. |
| Other Persons: | Heidari, Asdollah (contributor) |
| Published in: |
Technological forecasting & social change : an international journal. - Amsterdam : Elsevier, ISSN 0040-1625, ZDB-ID 280700-2. - Vol. 41.1992, 4, p. 435-443
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| Subject: | Wechselkurstheorie | Exchange rate theory | Zeitreihenanalyse | Time series analysis | Prognose | Forecast | Theorie | Theory | 1976-1985 |
| 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/10001125376