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...
Hlavní autor: | |
---|---|
Médium: | Článek |
Jazyk: | English |
Vydáno: |
BRAC University
2010
|
Témata: | |
On-line přístup: | http://hdl.handle.net/10361/438 |