Modelling Exchange Rate Returns Using Non-linear Models
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DOI: 10.1177/097380100900400105
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More about this item
Keywords
Currency Exchange Rate; Artificial Neural Network; ARIMA; Forecasting; Time Series Analysis; JEL Classification: C22; JEL Classification: C45; JEL Classification: C52; JEL Classification: F31; JEL Classification: F37;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
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