Nonlinear deterministic forecasting of daily Peseta-Dollar exchange rate

Economics Letters

Volumn 62, Issue 2, 1999, Pages 175-180

  Soofi, Abdol S ^a   Cao, Liangyue ^b,c  

^a UNIVERSITY OF WISCONSIN PLATTEVILLE   (United States)

^b UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

^c WESTERN AUSTRALIAN FISHERIES AND MARINE RESEARCH LABORATORIES   (Australia)

Author keywords

C32; Embedding dimension; Exchange rate; F31; Nonlinear prediction; Random walk; Time series

Indexed keywords

EID: 0033476380     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1765(98)00134-7     Document Type: Article

References (12)

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