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Performance of Stochastic Trend Models in Forecasting the Behavior of the CanadianDollar and the Japanese Yen against the US Dollar

机译：随机趋势模型在预测美元和日元对美元汇率行为方面的表现

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The literature on modeling and forecasting exchange rate behavior shows that complexforecasting exchange rate models do not often outperform ARIMA models. The stochastic trendmodels used here to forecast the behavior of the Canadian dollar and the Japanese Yen againstthe US dollar produced varying forecast performance.

机译：有关建模和预测汇率行为的文献表明，复杂预测汇率模型通常不会胜过ARIMA模型。随机趋势此处用来预测加元和日元对美元汇率走势的模型美元产生了不同的预测表现。

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《Annual meeting of the Decision Sciences Institute》|2005年|p.18961-18967|共7页
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作者
Arav Ouandlous;
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正文语种
中图分类企业经济;管理学;
关键词
Stochastic Trend Models; Forecasting Exchange Rates;

机译：随机趋势模型;;预测汇率;

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Performance of Stochastic Trend Models in Forecasting the Behavior of the CanadianDollar and the Japanese Yen against the US Dollar

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