Density Forecasts of Emerging Markets’ Exchange Rates Using Monte Carlo Simulation with Regime Switching (Q5198068): Difference between revisions
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| Property / cites work: Forecasting Performance of an Open Economy DSGE Model / rank | |||
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| Property / cites work: Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility / rank | |||
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| Property / cites work: Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates / rank | |||
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Latest revision as of 13:30, 20 July 2024
scientific article; zbMATH DE number 7111894
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Density Forecasts of Emerging Markets’ Exchange Rates Using Monte Carlo Simulation with Regime Switching |
scientific article; zbMATH DE number 7111894 |
Statements
Density Forecasts of Emerging Markets’ Exchange Rates Using Monte Carlo Simulation with Regime Switching (English)
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2 October 2019
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exchange rates
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density forecasts
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Monte Carlo simulation
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