Nonlinear Adjustment and Economic Value Predictability of Exchange Rate Returns
碩士 === 中原大學 === 國際貿易研究所 === 95 === Most regime switching models give good in-sample fits to exchange rate data but are usually outperformed by random walks model when out-of-sample forecasts. Prior research on the ability of exchange rate models to forecast exchange rates relies on statistical measu...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/98421296119486621234 |