PSO based time series models applied in exchange rate forecasting for business performance management
Jui-Fang Chang; Yueh-Min Huang
Year of publication: |
2014
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Authors: | Chang, Jui-Fang ; Kuo li cheng kung-ta hsüeh <T'ainan> |
Published in: |
Electronic commerce research. - Dordrecht : Springer Science + Business Media Inc., ISSN 1389-5753, ZDB-ID 2106016-2. - Vol. 14.2014, 3, p. 417-434
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Subject: | GARCH | EGARCH | GJR-GARCH | PSO | Exchange rate forecasting | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Theorie | Theory | Prognose | Forecast |
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