Predicting daily exchange rate with singular spectrum analysis (Q974621)
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scientific article; zbMATH DE number 5716769
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| default for all languages | No label defined |
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| 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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0.8346638679504395
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0.8127478957176208
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0.7392182350158691
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0.726946234703064
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0.7267045974731445
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