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

Paponpat Taveeapiradeecharoen, Nattapol Aunsri (2020)

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DOI: 10.1007/S11277-020-07531-8

access: closed

type: Journal Article

metadata version: 2020-12-29

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Paponpat Taveeapiradeecharoen, Nattapol Aunsri:
A Large Dimensional VAR Model with Time-Varying Parameters for Daily Forex Forecasting. Wirel. Pers. Commun. 115(4): 3051-3072 (2020)

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