๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Forecasting accuracy of alternative dividend models

โœ Scribed by Cheng-Few Lee; K.Thomas Liaw; Chunchi Wu


Book ID
113410244
Publisher
Elsevier Science
Year
1992
Tongue
English
Weight
687 KB
Volume
1
Category
Article
ISSN
1059-0560

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Assessing the forecasting accuracy of al
โœ David Karemera; Benjamin J. C. Kim ๐Ÿ“‚ Article ๐Ÿ“… 2006 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 132 KB ๐Ÿ‘ 1 views

This paper presents an autoregressive fractionally integrated moving-average (ARFIMA) model of nominal exchange rates and compares its forecasting capability with the monetary structural models and the random walk model. Monthly observations are used for Canada, France, Germany, Italy, Japan and the