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...
| Autor principal: | |
|---|---|
| Formato: | Artículo |
| Lenguaje: | English |
| Publicado: |
BRAC University
2010
|
| Materias: | |
| Acceso en línea: | http://hdl.handle.net/10361/438 |