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Forecasting of foreign exchange rate by normal mixture models

✍ Scribed by Jung, Chulho


Book ID
127089016
Publisher
Emerald Group Publishing Limited
Year
1995
Tongue
English
Weight
67 KB
Volume
22
Category
Article
ISSN
0144-3585

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✍ Dr. Nathan Lael Joseph πŸ“‚ Article πŸ“… 2001 πŸ› John Wiley and Sons 🌐 English βš– 546 KB

## Abstract This study examines the forecasting accuracy of alternative vector autoregressive models each in a seven‐variable system that comprises in turn of daily, weekly and monthly foreign exchange (FX) spot rates. The vector autoregressions (VARs) are in non‐stationary, stationary and error‐co