Comparing the performance of time series models for forecasting exchange rate

Comparing the performance of time series models for forecasting exchange rate

In this paper an attempt has been made to compare different time series models to forecast exchange rate. A survey of literature shows that continuous debate is going on whether exchange rate follows a random walk or it can be modeled; there is also a debate whether one should use structural models...

Полное описание

Библиографические подробности
Главный автор:	Newaz, M.K.
Формат:	Статья
Язык:	English
Опубликовано:	BRAC University 2010
Предметы:	Exchange rate forecasting ARIMA Expotential smoothing Naive 1 Naive 2
Online-ссылка:	http://hdl.handle.net/10361/438

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