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Volatilidad y predecibilidad en las series del tipo de cambio peseta-dólar : un enfoque basado en el caos determinista

Bajo Rubio, Oscar - In: Revista española de economía (1992), pp. 91-109

Persistent link: https://www.econbiz.de/10001331332

Una medida de volatilidad local en series temporales : teoría y aplicación al tipo de cambio peseta-marco

Bajo Rubio, Oscar - In: Hacienda pública española : review of public economics (1995), pp. 49-58

Persistent link: https://www.econbiz.de/10001220729

Teorías del tipo de cambio : una panorámica

Bajo Rubio, Oscar - In: Revista de economía aplicada : publicación cuatrimestral 1 (1993) 2, pp. 175-205

Persistent link: https://www.econbiz.de/10001163659

Rendimento del análisis técnico en mercados cambiarios e intervención de los bancos centrales

Sosvilla-Rivero, Simón; Andrada Félix, Julián; … - In: Información comercial española : ICE : revista de … (1999), pp. 109-116

Persistent link: https://www.econbiz.de/10001452522

Exchange-rate forecasts with simultaneous nearest-neighbour methods : evidence from the EMS

Fernández Rodríguez, Fernando (contributor); … - 1998

Persistent link: https://www.econbiz.de/10000997481

Assessing the economic value of nearest-neighbour exchange-rate forecasts

Fernández Rodríguez, Fernando; Sosvilla-Rivero, Simón; … - 1998

Persistent link: https://www.econbiz.de/10000997745

Testing nonlinear forecastability in time series : theory and evidence from the EMS

Fernández Rodríguez, Fernando - In: Economics letters 59 (1998) 1, pp. 49-63

Persistent link: https://www.econbiz.de/10001239094

Further evidence on technical analysis and profitability of foreign exchange intervention

Sosvilla-Rivero, Simón; Andrada Félix, Julián; … - 1999

Persistent link: https://www.econbiz.de/10001340697

Predicción del tipo de cambio dólar-euro : un engoque no lineal

Andrada Félix, Julián; Sosvilla-Rivero, Simón; … - In: Información comercial española : ICE : revista de … (2004), pp. 141-150

Persistent link: https://www.econbiz.de/10002116840

Nearest-Neighbour Predictions in Foreign Exchange Markets

Fernández Rodríguez, Fernando; Sosvilla-Rivero, Simón; … - 2002

The purpose of this paper is to contribute to the debate on the relevance of non-linear predictors of high-frequency data in foreign exchange markets. To that end, we apply nearest-neighbour (NN) predictors, inspired by the literature on forecasting in non-linear dynamical systems, to...

Persistent link: https://www.econbiz.de/10014120247