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Exchange-rate forecasts with simultaneous nearest-neighbour methods: evidence from the EMS
15 references·15 citing·39 second hop
Exchange-rate forecasts with simultaneous nearest-neighbour methods: evidence from the EMS (1999)Exchange-rate forecasts with simultaneous…Linear and Non-linear (Non-)Forecastability of High-frequency Exchange Rates (1997)Linear and Non-linear (Non-)F…Turbulent cascades in foreign exchange markets (1996)Turbulent cascades in foreign…A test for independence based on the correlation dimension (1996)A test for independence based…The Econometric Modelling of Financial Time Series. (1995)The Econometric Modelling of …Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyComparing Predictive Accuracy (1994)Comparing Predictive AccuracyThe significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach (1993)The significance of technical…ARCH modeling in finance (1992)ARCH modeling in financeA Simple Nonparametric Test of Predictive Performance (1992)A Simple Nonparametric Test o…Target Zones and Exchange Rate Dynamics (1991)Target Zones and Exchange Rat…Nonparametric exchange rate prediction? (1990)Nonparametric exchange rate p…Nonlinear, Nonparametric, Nonessential Exchange Rate Estimation (1990)Nonlinear, Nonparametric, Non…Testing for Nonlinear Dependence in Daily Foreign Exchange Rates (1989)Testing for Nonlinear Depende…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…Improving sporadic demand forecasting using a modified k-nearest neighbor framework (2023)Improving sporadic demand for…On the heterogeneous link between public debt and economic growth (2022)On the heterogeneous link bet…Stacking hybrid GARCH models for forecasting Bitcoin volatility (2021)Stacking hybrid GARCH models …Forecasting of customer demands for production planning by local k -nearest neighbor models (2020)Forecasting of customer deman…Bullish and Bearish Engulfing Japanese Candlestick patterns: A statistical analysis on the S&P 500 index (2020)Bullish and Bearish Engulfing…A comparison of time series and machine learning models for inflation forecasting: empirical evidence from the USA (2016)A comparison of time series a…An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis (2014)An update on EMU sovereign yi…A new approach to forecasting exchange rates (2010)A new approach to forecasting…Application of SVR with improved ant colony optimization algorithms in exchange rate forecasting (2009)Application of SVR with impro…25 Years of Iif Time Series Forecasting: A Selective Review (2005)25 Years of Iif Time Series F…Technical analysis in foreign exchange markets: evidence from the EMS (2003)Technical analysis in foreign…Non‐linear forecasts of stock returns (2003)Non‐linear forecasts of stock…Nearest-Neighbour Predictions in Foreign Exchange Markets (2002)Nearest-Neighbour Predictions…A comparison of the accuracy of short term foreign exchange forecasting methods (2002)A comparison of the accuracy …Forecasting Recessions: Can We Do Better on MARS (2001)Forecasting Recessions: Can W…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)Expectations and Exchange Rate Dynamics (1976)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)The Pricing of Options and Corporate Liabilities (1973)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Dynamic Conditional Correlation (2002)Specification Tests in Econometrics (1978)Forecasting tourism demand: A review of empirical research (1995)Predictability of Stock Returns: Robustness and Economic Significance (1995)Asset Prices in an Exchange Economy (1978)Chaos and Nonlinear Dynamics: Application to Financial Markets (1991)Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World (1992)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)Scaling of the distribution of price fluctuations of individual companies (1999)Physical approach to complex systems (2012)Multifractal analysis of financial markets: a review (2019)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)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)No Single Currency Regime is Right for All Countries or At All Times (1999)Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)The Trilemma in History: Tradeoffs Among Exchange Rates, Monetary Policies, and Capital Mobility (2004)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Testing the equality of prediction mean squared errors (1997)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Deep learning with long short-term memory networks for financial market predictions (2017)
this work references cited by second hop

References

  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 1995Comparing Predictive Accuracy5,214 cited
  • 1992ARCH modeling in finance4,288 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1996A test for independence based on the correlation dimension3,526 cited
  • 1991Target Zones and Exchange Rate Dynamics1,089 cited
  • 1992A Simple Nonparametric Test of Predictive Performance897 cited
  • 1989Testing for Nonlinear Dependence in Daily Foreign Exchange Rates665 cited
  • 1996Turbulent cascades in foreign exchange markets643 cited
  • 1990Nonparametric exchange rate prediction?484 cited
  • 1993The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach472 cited
  • 1995The Econometric Modelling of Financial Time Series.338 cited
  • 1990Nonlinear, Nonparametric, Nonessential Exchange Rate Estimation151 cited
  • 1997Linear and Non-linear (Non-)Forecastability of High-frequency Exchange Rates101 cited

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  • 2020

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Forecasting of customer demands for production planning by local k -nearest neighbor models
95 cited
  • 2002A comparison of the accuracy of short term foreign exchange forecasting methods82 cited
  • 2001Forecasting Recessions: Can We Do Better on MARS77 cited
  • 2022On the heterogeneous link between public debt and economic growth70 cited
  • 2021Stacking hybrid GARCH models for forecasting Bitcoin volatility67 cited
  • 200525 Years of Iif Time Series Forecasting: A Selective Review61 cited
  • 2003Non‐linear forecasts of stock returns60 cited
  • 2016A comparison of time series and machine learning models for inflation forecasting: empirical evidence from the USA59 cited
  • 2014An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis57 cited
  • 2009Application of SVR with improved ant colony optimization algorithms in exchange rate forecasting52 cited
  • 2002Nearest-Neighbour Predictions in Foreign Exchange Markets37 cited
  • 2003Technical analysis in foreign exchange markets: evidence from the EMS36 cited
  • 2023Improving sporadic demand forecasting using a modified k-nearest neighbor framework35 cited
  • 2020Bullish and Bearish Engulfing Japanese Candlestick patterns: A statistical analysis on the S&P 500 index34 cited
  • 2010A new approach to forecasting exchange rates28 cited