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...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awdur: Newaz, M.K.
Fformat: Erthygl
Iaith:English
Cyhoeddwyd: BRAC University 2010
Pynciau:
Mynediad Ar-lein:http://hdl.handle.net/10361/438