Two are better than one: Fundamental parameters of frame coherence
نویسندگان
چکیده
منابع مشابه
Two Are Better than One?
This paper uses Markov-switching specifications to create a hybrid model with time-varying loading on each of chartist and fundamentalist approaches. The empirical data include the U.S. dollar exchange rates of four Asian tiger countries’ currencies including NTD, SGD, HKD and KOW from 1980 to 2000. Our empirical findings are consistent with the following notions. First, the forecasting perform...
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ژورنال
عنوان ژورنال: Applied and Computational Harmonic Analysis
سال: 2012
ISSN: 1063-5203
DOI: 10.1016/j.acha.2011.09.005