Foreign Currency Forecasts: A Combination Analysis

Author Augustine C. Arize Charles J. Berendt Giuliana Campanelli Andreopoulos Ioannis N. Kallianiotis John Malindretos Abstract This paper uses a large variety of different models and examines the predictive performance of these exchange rate models by applying parametric and nonparametric techniques. For forecasting, we will choose that predictor with the smallest root mean square forecast Read More …