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Forecasting The Exchange Rate Series With Ann: The Case Of Turkey
16 references·0 citing·33 second hop
Forecasting The Exchange Rate Series With Ann: The Case Of Turkey (2009)Forecasting The Exchange Rate Series With…An investigation of model selection criteria for neural network time series forecasting (2001)An investigation of model sel…Neural network forecasting of the British Pound/US Dollar exchange rate (1998)Neural network forecasting of…Forecasting with artificial neural networks: (1998)Forecasting with artificial n…Time Series Analysis, Forecasting, and Control (1995)Time Series Analysis, Forecas…Long Memory in Foreign-Exchange Rates (1993)Long Memory in Foreign-Exchan…An Empirical Assessment of Non-Linearities in Models of Exchange Rate Determination (1991)An Empirical Assessment of No…Nonlinear, Nonparametric, Nonessential Exchange Rate Estimation (1990)Nonlinear, Nonparametric, Non…Modeling Heteroscedasticity in Daily Foreign-Exchange Rates (1989)Modeling Heteroscedasticity i…Market efficiency and cointegration: an application to the sterling and deutschemark exchange markets (1989)Market efficiency and cointeg…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)On the Mark: A Theory of Floa…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Spot rates, forward rates and exchange market efficiency (1977)Spot rates, forward rates and…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…Domestic Financial Policies Under Fixed and Under Floating Exchange Rates (1962)A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period (1988)The dynamics of exchange rate volatility: A multivariate latent factor ARCH model (1989)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Managerial Applications of Neural Networks: The Case of Bank Failure Predictions (1992)Financial time series forecasting using support vector machines (2003)Time series forecasting using a hybrid ARIMA and neural network model (2003)DeepAR: Probabilistic forecasting with autoregressive recurrent networks (2019)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)Periodic Autoregressive Conditional Heteroscedasticity (1996)Of Smiles and Smirks: A Term Structure Perspective (1999)A test for volatility spillover with application to exchange rates (2001)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)A multivariate generalized ARCH approach to modeling risk premia in forward foreign exchange rate markets (1990)Arbitrage, Cointegration, and Testing the Unbiasedness Hypothesis in Financial Markets (1995)The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence (1995)Time Series Analysis: Forecasting and Control (1977)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (1978)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Principles of forecasting : a handbook for researchers and practitioners (2001)Convergence Across States and Regions (1991)
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References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1998Forecasting with artificial neural networks:4,225 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
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  • 1979On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials955 cited
  • 1989Modeling Heteroscedasticity in Daily Foreign-Exchange Rates505 cited
  • 1989Market efficiency and cointegration: an application to the sterling and deutschemark exchange markets408 cited
  • 1993Long Memory in Foreign-Exchange Rates359 cited
  • 1991An Empirical Assessment of Non-Linearities in Models of Exchange Rate Determination303 cited
  • 1998Neural network forecasting of the British Pound/US Dollar exchange rate287 cited
  • 2001An investigation of model selection criteria for neural network time series forecasting257 cited
  • 1977Spot rates, forward rates and exchange market efficiency

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195 cited
  • 1990Nonlinear, Nonparametric, Nonessential Exchange Rate Estimation151 cited
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