References

• 1983Empirical exchange rate models of the seventies4,115 cited
• 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model3,519 cited
• 1991Chaos and Nonlinear Dynamics: Application to Financial Markets1,046 cited
• 1989Modeling Heteroscedasticity in Daily Foreign-Exchange Rates505 cited
• 1990Nonparametric exchange rate prediction?484 cited
• 1995Forecasting exchange rates using feedforward and recurrent neural networks428 cited
• 1982The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification?424 cited
• 1991An Empirical Assessment of Non-Linearities in Models of Exchange Rate Determination303 cited
• 1987Time-Varying Parameters and the Out-of-Sample Forecasting Performance of Structural Exchange Rate Models177 cited
• 1982The out-of-sample failure of empirical exchange rate models: sampling error or misspecification?167 cited
• 1996Much ado about nothing? Exchange rate forecasting: Neural networks vs. linear models using monthly and weekly data137 cited
• 1989The out-of-sample forecasting performance of exchange rate models when coefficients are allowed to change114 cited
• 1987The Out-of-Sample Forecasting Performance of Exchange Rate Models when Coefficients are Allowed to Change112 cited
• 1996A threshold model for the French franc/deutschmark exchange rate