Forecasting major Asian exchange rates using a new semiparametric STAR model
Nan Cai; Zongwu Cai; Ying Fang; Qiuhua Xu
| Year of publication: |
2015
|
|---|---|
| Authors: | Cai, Nan ; Cai, Zongwu ; Fang, Ying ; Xu, Qiuhua |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 48.2015, 1, p. 407-426
|
| Subject: | Nonlinearity | Out-of-sample forecasting | Semiparametric estimation | STAR model | Time-varying | Prognoseverfahren | Forecasting model | Nichtparametrisches Verfahren | Nonparametric statistics | Wechselkurs | Exchange rate | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation |
| 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/10011287504