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...

Full description

Bibliographic Details
Main Authors: Yi-ting Tsai, 蔡易庭
Other Authors: Tai-Kuang Ho
Format: Others
Language:en_US
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/36623322028111818201