Gorka, Joanna - In: Acta Universitatis Nicolai Copernici, Ekonomia 40 (2009), pp. 75-86
This paper proposes to use RCA models, RCA-MA models, RCA-GARCH models, Sign RCA models, Sign RCA-MA models and Sign RCA-GARCH models to obtain forecasts of conditional mean of returns. There we could find example for metal like: gold, silver, platinum, pallad, foreign exchange rates (USD/PLN,...