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A Large Dimensional VAR Model with Time-Varying Parameters for Daily Forex Forecasting.

Paponpat TaveeapiradeecharoenNattapol Aunsri
Published in: Wirel. Pers. Commun. (2020)
Keyphrases
  • exchange rate
  • var model
  • short term
  • foreign exchange
  • maximum likelihood
  • economic growth