Nonlinear deterministic forecasting of daily dollar exchange rates

International Journal of Forecasting

Volumn 15, Issue 4, 1999, Pages 421-430

  Cao, Liangyue ^a   Soofi, Abdol S ^b  

^a UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

^b UNIVERSITY OF WISCONSIN PLATTEVILLE   (United States)

Author keywords

Embedding dimension; Exchange rates; Nonlinear forecasting; Time series

Indexed keywords

EID: 0001351751     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(99)00024-2     Document Type: Article

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