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Non-linear forecasting methods: some applications to the analysis of financial series

Bajo Rubio, Oscar; Sosvilla-Rivero, Simón; Fernández … - 2002

Persistent link: https://www.econbiz.de/10001642498

Non-linear forecasting methods : some applications to the analysis of financial series

Bajo Rubio, Oscar; Sosvilla-Rivero, Simón; Fernández … - In: Progress in economics research 2 (2002), pp. 77-95

Persistent link: https://www.econbiz.de/10003742398

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

Using nearest-neighbour predictors to forecast the Spanish stock market

Fernández Rodríguez, Fernando - In: Investigaciones económicas 21 (1997) 1, pp. 75-91

Persistent link: https://www.econbiz.de/10001226342

Nearest-neighbour predictions in foreign exchange markets

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

Persistent link: https://www.econbiz.de/10001646319

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