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Forecast performance of exchange rate models revisited

✍ Scribed by Edison, Hali J.


Book ID
121727481
Publisher
Taylor and Francis Group
Year
1991
Tongue
English
Weight
769 KB
Volume
23
Category
Article
ISSN
0003-6846

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✍ Gianna Boero; Emanuela Marrocu πŸ“‚ Article πŸ“… 2002 πŸ› John Wiley and Sons 🌐 English βš– 287 KB πŸ‘ 1 views

## Abstract In recent years there has been a considerable development in modelling non‐linearities and asymmetries in economic and financial variables. The aim of the current paper is to compare the forecasting performance of different models for the returns of three of the most traded exchange rat