## 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
✦ LIBER ✦
Forecasting exchange rates in transition economies: A comparison of multivariate time series models
✍ Scribed by Jesús Crespo Cuaresma; Jaroslava Hlouskova
- Publisher
- Springer-Verlag
- Year
- 2004
- Tongue
- English
- Weight
- 246 KB
- Volume
- 29
- Category
- Article
- ISSN
- 0377-7332
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