Forecasting exchange rates under parameter and model uncertainty
Joscha Beckmann, Rainer Schüssler
| Year of publication: |
February 2016
|
|---|---|
| Authors: | Beckmann, Joscha ; Schüssler, Rainer |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 60.2016, p. 267-288
|
| Subject: | Exchange rate forecasting | Time-varying parameter models | Shrinkage | Model selection/averaging | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Prognose | Forecast | Schätztheorie | Estimation theory | Modellierung | Scientific modelling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2015.07.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011660878