Predicting daily exchange rate with singular spectrum analysis (Q974621)
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scientific article; zbMATH DE number 5716769
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Predicting daily exchange rate with singular spectrum analysis |
scientific article; zbMATH DE number 5716769 |
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Predicting daily exchange rate with singular spectrum analysis (English)
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3 June 2010
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singular spectrum analysis
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forecasting exchange rate
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random walk model
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VAR
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Diebold-Mariano test statistic
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