Short-Term Combined Forecasts of Zloty/Euro Exchange Rate

Piotr Wdowiński ()
Additional contact information
Piotr Wdowiński: University of Lodz, Department of Econometrics, Poland

Chapter 6 in FindEcon Monograph Series: Advances in Financial Market Analysis, 2008, vol. 6, pp 73-87 from University of Lodz

Abstract: In Chapter 6 Wdowiński compares the predictive power of different combined forecast methods in the recursive framework applied to returns on EUR/PLN exchange rate. He advocates the use of the forecast being weighted average optimized weights from another forecasts.

Keywords: Combined forecasts; EUR/PLN exchange rate; Weight optimization (search for similar items in EconPapers)
JEL-codes: C01 E02 F00 G00 (search for similar items in EconPapers)
Date: 2008
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.repec.uni.lodz.pl/RePEc/files/findec/2008/2008_No_6_Ch_6.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ann:findec:book:y:2008:n:06:ch:06:mon

Access Statistics for this chapter

More chapters in FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making from University of Lodz Contact information at EDIRC.
Bibliographic data for series maintained by Piotr Wdowiński ().