Modelli non lineari per i tassi di cambio: un confronto previsivo con dati a diversa frequenza (The Performance of Nonlinear Exchange Rate Models: A Forecasting Comparison with Data at Different Frequencies)
In recent years there has been a considerable development in modelling non-linearities and asymmetries in economic and financial variables. The aim of this work is to compare the forecasting performance of different models for the returns of some of the most traded exchange rates in terms of the US...
| Main Authors: | , |
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| Format: | Article |
| Language: | Italian |
| Published: |
Associazione Economia civile
2000-12-01
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| Series: | Moneta e Credito |
| Subjects: | |
| Online Access: | http://ojs.uniroma1.it/index.php/monetaecredito/article/view/9805/9690 |