Forecasting exchange rates using a lasso VAR with many predictors

Ludlow, Timothy (2016). Forecasting exchange rates using a lasso VAR with many predictors Master's Thesis, School of Economics, The University of Queensland.

       
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Author Ludlow, Timothy
Thesis Title Forecasting exchange rates using a lasso VAR with many predictors
School, Centre or Institute School of Economics
Institution The University of Queensland
Publication date 2016-11-16
Thesis type Master's Thesis
Open Access Status Not Open Access
Supervisor Mohamad Khaled
Do Won Kwak
Language eng
Subjects 14 Economics
Keyword Exchange rates

 
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Created: Wed, 12 Apr 2017, 10:28:16 EST by Sharyn Muggleton on behalf of School of Economics