Investigating the JPY/DEM-rate: arbitrage opportunities and a case for asymmetry
Article Abstract:
This paper shows the employment of asymmetric time series models yielded superior forecasting results compared to those of remaining empirical models with respect to actual foreign exchange rate between the Japanese Yen and the Deutsch Mark.
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2001
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A note on multi-step forecasting with functional coefficient autoregressive models
Article Abstract:
Various methods for multi-step forecasting by the application of univariate and multivariate functional coefficient autoregressive models are provided. Bootstrap prediction, smoothing, vector nonlinear time series, etc. are discussed.
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2005
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Forecasting market share using predicted values of competitive behavior: further empirical results
Article Abstract:
The ability to predict market share based upon predictions governing competitive behavior is discussed.
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2000
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