Distance-based nearest neighbour forecasting with application to exchange rate predictability (Q5000465)
From MaRDI portal
scientific article; zbMATH DE number 7371186
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distance-based nearest neighbour forecasting with application to exchange rate predictability |
scientific article; zbMATH DE number 7371186 |
Statements
Distance-based nearest neighbour forecasting with application to exchange rate predictability (English)
0 references
13 July 2021
0 references
distances
0 references
forecasting
0 references
naíve forecast
0 references
nearest neighbours
0 references
non-stationary time series
0 references
random walk
0 references
unit roots
0 references
