Modeling and Forecasting Exchange Rates
This paper investigates models for the euro exchange rate against the currencies of Denmark, Poland, theUnited States, and the United Kingdom. The objective of this paper is to compare different methods of modeling andout-of-sample forecasting. One of the techniques is cointegration relation, which...
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| Format: | Article |
| Language: | English |
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Lietuvos statistikų sąjunga, Lietuvos statistikos departamentas
2016-12-01
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| Series: | Lithuanian Journal of Statistics |
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| Online Access: | https://www.journals.vu.lt/statisticsjournal/article/view/13864 |