Predicting Daily Exchange Rate with Singular Spectrum Analysis.

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Hassani, H., Soofi, S. and Zhigljavsky, A., 2009. Predicting Daily Exchange Rate with Singular Spectrum Analysis. Nonlinear Analysis: Real World Applications, 11 (3), pp. 2023-2034.

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DOI: 10.1016/j.nonrwa.2009.05.008


Item Type:Article
ISSN:1468-1218
Subjects:Social Sciences > Economics
Social Sciences > Finance and Financial Economics
Science > Mathematics
Group:Business School
ID Code:19783
Deposited By:Dr Hossein Hassani
Deposited On:03 Apr 2012 16:35
Last Modified:07 Mar 2013 15:54
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