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...

全面介绍

书目详细资料
主要作者: Newaz, M.K.
格式: 文件
语言:English
出版: BRAC University 2010
主题:
在线阅读:http://hdl.handle.net/10361/438