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...
| 第一著者: | |
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| フォーマット: | 論文 |
| 言語: | English |
| 出版事項: |
BRAC University
2010
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| 主題: | |
| オンライン･アクセス: | http://hdl.handle.net/10361/438 |