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: | Chih-Wei Shen, 申志偉 |
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Other Authors: | Po-Chin Wu |
Format: | Others |
Language: | zh-TW |
Online Access: | http://ndltd.ncl.edu.tw/handle/98421296119486621234 |
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