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...
| Yazar: | |
|---|---|
| Materyal Türü: | Makale |
| Dil: | English |
| Baskı/Yayın Bilgisi: |
BRAC University
2010
|
| Konular: | |
| Online Erişim: | http://hdl.handle.net/10361/438 |