The performance of nonlinear exchange rate models: a forecasting comparison

TitleThe performance of nonlinear exchange rate models: a forecasting comparison
Publication TypeJournal Article
Year of Publication2002
AuthorsBoero, G, Marrocu, E
JournalJOURNAL OF FORECASTING
Volume21
Pagination513–542
URLhttp://onlinelibrary.wiley.com/doi/10.1002/for.837/abstract
DOI10.1002/for.837
Keywordsexchange rates, forecasting accuracy, Non linearity