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...
मुख्य लेखक: | |
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स्वरूप: | लेख |
भाषा: | English |
प्रकाशित: |
BRAC University
2010
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विषय: | |
ऑनलाइन पहुंच: | http://hdl.handle.net/10361/438 |