Nonlinear time series and neural-network models of echange rates between the US Dollar and major currencies
Year of publication: |
March 2016
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Authors: | Allen, David E. ; McAleer, Michael ; Peiris, Shelton ; Singh, Abhay Kumar |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 4.2016, 1, p. 1-14
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Subject: | non linear models | time series | non-parametric | smooth-transition regression models | neural networks | GMDH shell | Neuronale Netze | Neural networks | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | USA | United States | EU-Staaten | EU countries | US-Dollar | US dollar | Glättungsverfahren | Smoothing technique | Wechselkurs | Exchange rate | Japan | Großbritannien | United Kingdom | Euro | Renminbi | Pfund Sterling | Pound Sterling | Yen | China | Schätztheorie | Estimation theory |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks4010007 [DOI] hdl:10419/167874 [Handle] |
Classification: | C45 - Neural Networks and Related Topics ; C53 - Forecasting and Other Model Applications ; F3 - International Finance ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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