An Empirical Comparative Forecast Accuracy of Exponential Smoothing and Nonlinear Autoregressive Models on Six Major Rates (original) (raw)
Related papers
A Comparison of Accuracy of Forecasting Models: A Study on Selected Foreign Exchange Rates
Forecasting exchange rates with linear and nonlinear models
Global Business and Economics Review, 2008
The performance of non-linear exchange rate models: a forecasting comparison
Journal of Forecasting, 2002
Forecasting the Real Exchange Rate using a Long Span of Data. A Rematch: Linear vs Nonlinear
APPLICATION OF TIME SERIES MODELS IN FORECASTING EXCHANGE RATE(2).docx
Comparing Forecasting Performance of Exchange Rate Models: Evidence from Emerging Asian Economies
Journal ijmr.net.in(UGC Approved)
The out-of-sample forecasting performance of nonlinear models of real exchange rate behavior
International Journal of Forecasting, 2006
An assessment of the economic value of non-linear foreign exchange rate forecasts
Journal of Forecasting, 1995
TIME SERIES FORECAST MODELS FOR FOREIGN EXCHANGE MARKET IN A DEVELOPING ECONOMY
Assumption University-eJournal of Interdisciplinary Research, 2017
2012
EXCHANGE RATES FORECASTING: EVIDENCE FROM EXPORT DEPENDENT ECONOMIES
IAEME PUBLICATION, 2021
… of the 2009 conference on Artificial …, 2009
Forecasting exchange rates: An optimal approach
Journal of Systems Science and Complexity, 2014
Evaluating non-linear models on point and interval forecasts: an application with exchange rates
2012
A Second Correlation Method for Multivariate Exchange Rates Forecasting
Forecasting Exchange Rates: An Empirical Application to Pakistani Rupee
Journal of Asian Finance, Economics and Business, 2021
Factors Affecting the Exchange Rate: Technical Forecasting
Exchange Rate Forecasting using ARIMA, NAR and ARIMA-ANN Hybrid Model
2017
Asian Currencies Forecasting and Modelling Using a Time Series Analysis
2017
2016
Forecast bias and accuracy of exchange rates in emerging markets
Journal of Multinational Financial Management, 1999
Exchange Rate Prediction Redux: New Models, New Data, New Currencies
2017
Forecasting Exchange Rates using Time Series and Neural Network Approaches
Sajeeka Nanayakkara, Vasana Chandrasekara
Exchange Rates Forecasting Using Variable Length Moving Average - NARX
Journal of Computer Science IJCSIS
PKR Exchange Rate Forecasting Through Univariate and Multivariate Time Series Techniques
NICE Research Journal, 2020
Enhancing the Forecasting Power of Exchange Rate Models by Introducing Nonlinearity: Does it Work?
Comparison of Four Interval ARIMA-base Time Series Methods for Exchange Rate Forecasting
International Journal of Mathematical Sciences and Computing, 2015
Nonlinear deterministic forecasting of daily dollar exchange rates
International Journal of Forecasting, 1999
Modeling and Forecasting of British Pound/US Dollar Exchange Rate: An Empirical Analysis
Advances in Panel Data Analysis in Applied Economic Research, 2018
MODELING AND FORECASTING EXCHANGE RATES
Lithuanian Journal of Statistics, 2016
Forecasting foreign exchange rates using artificial neural networks: a trader's approach
International Journal of Monetary Economics and Finance, 2012
cmsbd.net