Forecasting daily exchange rates : A comparison between SSA and MSSA

Rahim Mahmoudvand; Paulo Canas Rodrigues; Masoud Yarmohammadi

Forecasting daily exchange rates : A comparison between SSA and MSSA

Rahim Mahmoudvand, Paulo Canas Rodrigues, Masoud Yarmohammadi

Computing Sciences

Research output: Contribution to journal › Article › Scientific › peer-review

10 Citations (Scopus)

Original language	English
Pages (from-to)	599-616
Journal	REVSTAT STATISTICAL JOURNAL
Volume	17
Issue number	4
Publication status	Published - 2019
Publication type	A1 Journal article-refereed

Keywords

Exchange rates
Forecasting
Multivariate singular spectrum analysis
Univariate singular spectrum analysis

Publication forum classification

Publication forum level 1

Access to Document

http://urn.fi/URN:NBN:fi:tuni-201910294181

Cite this

@article{f76686284b73429d94bf1bcc323ee547,

title = "Forecasting daily exchange rates : A comparison between SSA and MSSA",

keywords = "Exchange rates, Forecasting, Multivariate singular spectrum analysis, Univariate singular spectrum analysis, Exchange rates, Forecasting, Multivariate singular spectrum analysis, Univariate singular spectrum analysis",

author = "Rahim Mahmoudvand and \{Canas Rodrigues\}, Paulo and Masoud Yarmohammadi",

year = "2019",

language = "English",

volume = "17",

pages = "599--616",

journal = "REVSTAT STATISTICAL JOURNAL",

issn = "1645-6726",

publisher = "National Statistical Institute",

number = "4",

}

TY - JOUR

T1 - Forecasting daily exchange rates : A comparison between SSA and MSSA

AU - Mahmoudvand, Rahim

AU - Canas Rodrigues, Paulo

AU - Yarmohammadi, Masoud

PY - 2019

Y1 - 2019

KW - Exchange rates

KW - Forecasting

KW - Multivariate singular spectrum analysis

KW - Univariate singular spectrum analysis

KW - Exchange rates

KW - Forecasting

KW - Multivariate singular spectrum analysis

KW - Univariate singular spectrum analysis

M3 - Article

SN - 1645-6726

VL - 17

SP - 599

EP - 616

JO - REVSTAT STATISTICAL JOURNAL

JF - REVSTAT STATISTICAL JOURNAL

IS - 4

ER -