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...

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