The performance of nonlinear exchange rate models: a forecasting comparison
Title | The performance of nonlinear exchange rate models: a forecasting comparison |
Publication Type | Journal Article |
Year of Publication | 2002 |
Authors | Boero, G, Marrocu, E |
Journal | JOURNAL OF FORECASTING |
Volume | 21 |
Pagination | 513–542 |
URL | http://onlinelibrary.wiley.com/doi/10.1002/for.837/abstract |
DOI | 10.1002/for.837 |
Keywords | exchange rates, forecasting accuracy, Non linearity |