Assessing the forecastibility of ESTAR Models: Evidence from ringgit/yen Rate
The purpose of this paper is to contribute to the debate on the relevance of nonlinear forecasts in the financial markets. To that end, this study forecasts the yen-based ringgit by using the Exponential Smooth Transition Autoregressive (ESTAR) model. When formally assessed for forecast accuracy, th...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | E-Article |
| Language: | English |
| Published: |
IUP Publications
2007
|
| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/18622/7/Assessing%20the%20Forecastibility%20of%20ESTAR%20Models%20%28abstract%29.pdf http://ir.unimas.my/id/eprint/18622/ https://econpapers.repec.org/article/icficfjae/v_3a06_3ay_3a2007_3ai_3a1_3ap_3a7-19.htm |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|