Forecasting exchange rates out-of-sample with panel methods and real-time data
β Scribed by Ince, Onur
- Book ID
- 121686341
- Publisher
- Elsevier Science
- Year
- 2014
- Tongue
- English
- Weight
- 290 KB
- Volume
- 43
- Category
- Article
- ISSN
- 0261-5606
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## Abstract We consider a new time series model that can describe long memory and nonlinearity simultaneously and can be used to assess an extensive evaluation of the outβofβsample forecasting performance of the nonlinear longβmemory model. Upon fitting it to the real exchange rate, we find that a
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