Distance-based nearest neighbour forecasting with application to exchange rate predictability (Q5000465)
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scientific article; zbMATH DE number 7371186
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| English | Distance-based nearest neighbour forecasting with application to exchange rate predictability |
scientific article; zbMATH DE number 7371186 |
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Distance-based nearest neighbour forecasting with application to exchange rate predictability (English)
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13 July 2021
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distances
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forecasting
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naíve forecast
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nearest neighbours
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non-stationary time series
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random walk
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unit roots
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