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...

Täydet tiedot

Bibliografiset tiedot
Päätekijä: Newaz, M.K.
Aineistotyyppi: Artikkeli
Kieli:English
Julkaistu: BRAC University 2010
Aiheet:
Linkit:http://hdl.handle.net/10361/438