Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies
Year of publication: |
November 6, 2015
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Authors: | Allen, David E. ; McAleer, Michael ; Shelton, Peiris ; Singh, Abhay Kumar |
Publisher: |
[Rotterdam] : [Econometric Institute, Erasmus School of Economics] |
Subject: | Wechselkurs | Exchange rate | US-Dollar | US dollar | Euro | Pfund Sterling | Pound Sterling | Yen | Renminbi | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | Neuronale Netze | Neural networks | Glättungsverfahren | Smoothing technique | USA | United States | EU-Staaten | EU countries | Großbritannien | United Kingdom | Japan | China | 2005-2015 |
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