Apply Bayesian Model Averaging toExchange Rate Prediction
碩士 === 國立中正大學 === 國際經濟所 === 96 === Researchers have been constructing different prediction models, trying to beat the random walk model. However, none of them have better prediction ability than the random walk model. According to the results of Stock and Watson (2001, 2002), constructing forecasts...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2008
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Online Access: | http://ndltd.ncl.edu.tw/handle/36623322028111818201 |