Adaptive and non-linear time series models in exchange rate forecasting

Philip Saks

TypeMaster's thesis [Industrial collaboration]
Year2005
PublisherInformatics and Mathematical Modelling, Technical University of Denmark, DTU
AddressRichard Petersens Plads, Building 321, DK-2800 Kgs. Lyngby
SeriesIMM-Thesis-2005-43
NoteSupervised by Prof. Henrik Madsen. Thesis not publised
BibTeX data [bibtex]
IMM Group(s)Mathematical Statistics