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ArticlePredicting daily exchange rate with singular spectrum analysis

Hossein Hassani2009

Article2009

Predicting daily exchange rate with singular spectrum analysis

Hossein Hassani · Abdol S. Soofi · Anatoly A. Zhigljavsky

89 citations·0/0 files stored·Nonlinear Analysis Real World Applications

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Forecasting Techniques and Applications Stock Market Forecasting Methods Complex Systems and Time Series Analysis

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References

1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 2012The Econometrics of Financial Markets 1997The Econometrics of Financial Markets 1983Empirical exchange rate models of the seventies 1997Testing the equality of prediction mean squared errors 1979On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials 2005Empirical exchange rate models of the nineties: Are any fit to survive?1998Exchange Rates and Economic Fundamentals: A Methodological Comparison of Beers and Feers

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2012Predicting ambulance demand using singular spectrum analysis 2012On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countries 2023Analyzing multiple COVID-19 outbreak impacts: A case study based on Chinese national air passenger flow

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1999What do We Really Know about Real Exchange Rates?chapter · 7 shared references 2012Macro Approaches to Foreign Exchange Determinationother · 7 shared references 2004Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?preprint · 6 shared references 2004Empirical Exchange Rate Models of the Ninetiesarticle · 6 shared references 2012Forecasting UK Industrial Production with Multivariate Singular Spectrum Analysisarticle · 5 shared references 2012The Relationship between Exchange Rates and Interest Rate Differentials: A Wavelet Approacharticle · 5 shared references

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Year2009

Typearticle

Published2009-05-28

VenueNonlinear Analysis Real World Applications

ISSN-L1468-1218

Languageen

Citations89

Files0 public / 0

ShelfForecasting Techniques and Applications

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doi10.1016/j.nonrwa.2009.05.008

openalex_workW2003528009

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