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...

সম্পূর্ণ বিবরণ

গ্রন্থ-পঞ্জীর বিবরন
প্রধান লেখক: Newaz, M.K.
বিন্যাস: প্রবন্ধ
ভাষা:English
প্রকাশিত: BRAC University 2010
বিষয়গুলি:
অনলাইন ব্যবহার করুন:http://hdl.handle.net/10361/438