Forecasting exchange rates using general regression neural networks

Author:

Leung Mark T.,Chen An-Sing,Daouk Hazem

Publisher

Elsevier BV

Subject

Management Science and Operations Research,Modeling and Simulation,General Computer Science

Reference39 articles.

1. Meese R, Rogoff K. Exchange rate models of the seventies: do they fit out of sample? Journal of International Economics 1983;14:3–24.

2. Meese R, Rogoff K. The out-of-sample failure of empirical exchange rate models: sampling error or misspecification? In: Frenkel J, editor. Exchange rates and international macroeconomics, Chicago University of Chicago Press 1983.

3. Meese R, Rogoff K. Was it real? The exchange rate-interest differential relation in 1973–1974. International finance discussion paper no. 268, Federal Reserve Board, Washington, DC, 1985.

4. Monetary/Asset models of exchange rate determination: how well have they performed in the 1980's?;Alexander;International Journal of Forecasting,1987

5. Structural models versus random walk: the case of the lira/$ exchange rate;Gandolfo;Eastern Economic Journal,1990

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