The Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure Variables
Nikola Gradojevic and
Jing Yang ()
Staff Working Papers from Bank of Canada
Keywords: Exchange; rates (search for similar items in EconPapers)
JEL-codes: C45 F31 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm, nep-ets, nep-fmk, nep-ifn and nep-net
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (9) Track citations by RSS feed
Downloads: (external link)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:bca:bocawp:00-23
Access Statistics for this paper
More papers in Staff Working Papers from Bank of Canada 234 Wellington Street, Ottawa, Ontario, K1A 0G9, Canada. Contact information at EDIRC.
Bibliographic data for series maintained by ().