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The Performance of Exchange Rate Forecasts

✍ Scribed by Philip W. Lowe; Robert G. Trevor


Book ID
119848202
Publisher
John Wiley and Sons
Year
1987
Tongue
English
Weight
940 KB
Volume
20
Category
Article
ISSN
0004-9018

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The performance of non-linear exchange r
✍ 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