Modelling and forecasting of exchange rate pairs using the Kalman filter
Paresh Date, Janeeta Maunthrooa
| Year of publication: |
2025
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|---|---|
| Authors: | Date, Paresh ; Maunthrooa, Janeeta |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 44.2025, 2, p. 606-622
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| Subject: | exchange rate forecasting | Kalman filter | time series models | Wechselkurs | Exchange rate | Zustandsraummodell | State space model | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Prognose | Forecast |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3217 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015374069