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In- and out-of-sample specification analysis of spot rate models : further evidence for the period 1982 - 2008
Cai, Lili; Swanson, Norman R. - In: Journal of empirical finance 18 (2011) 4, pp. 743-764
Persistent link: https://www.econbiz.de/10009306528
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How did the financial crisis affect the forecasting performance of time series exchange rate models? : evidence from euro rates
Kirikos, Dimitris G. - In: International journal of economics and finance 5 (2013) 2, pp. 28-34
Persistent link: https://www.econbiz.de/10009705083
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Forecasting VaR using analytic higher moments for GARCH processes
Alexander, Carol; Lazar, Emese; Stanescu, Silvia - In: International review of financial analysis 30 (2013), pp. 36-45
Persistent link: https://www.econbiz.de/10010460001
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Measuring the euro-dollar permanent equilibrium exchange rate using the unobserved components model
Chen, Xiaoshan; MacDonald, Ronald - 2014
Persistent link: https://www.econbiz.de/10010460132
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Measuring the dollar-euro permanent equilibrium exchange rate using the unobserved components model
Chen, Xiaoshan; MacDonald, Ronald - In: Journal of international money and finance 53 (2015), pp. 20-35
Persistent link: https://www.econbiz.de/10011475904
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Exchange rate forecasting in the West African Monetary Zone : a comparison of forecast performance of time series models
Issahaku, Haruna; Abdulai, Hamdeeya; Kriese, Maryiam; … - In: Ghanaian journal of economics : GJE ; a journal of the … 3 (2015), pp. 45-69
Persistent link: https://www.econbiz.de/10011496886
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Nonlinear deterministic forecasting of daily dollar exchange rates
Cao, Liangyue; Soofi, Abdollah S. - In: International journal of forecasting 15 (1999) 4, pp. 421-430
Persistent link: https://www.econbiz.de/10001428536
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A forecasting equation for the Canada - US dollar exchange rate
Amano, Robert A. - In: The exchange rate and the economy : [proceedings of a …, (pp. 207-265). 1993
Persistent link: https://www.econbiz.de/10001295380
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Nonlinear deterministic forecasting of daily Peseta-Dollar exchange rate
Soofi, Abdollah S.; Reischauer, Robert D. - In: Economics letters 62 (1999) 2, pp. 175-180
Persistent link: https://www.econbiz.de/10001255468
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The predictive ability of several models of exchange rate volatility
West, Kenneth D. - In: Journal of econometrics 69 (1995) 2, pp. 367-391
Persistent link: https://www.econbiz.de/10001188565