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Applied Economics Letters Volume 17, 2010 - Issue 5
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Original Articles

Forecasting exchange rates using local regression

Marcos Alvarez-Diaz Centre de Recerca Econòmica (UIB·Sa Nostra), Carrer del Ter, 16-Poligon Son Fuster, 07009 Palma de Mallorca, Islas Baleares, SpainCorrespondence[email protected]
&
Alberto Alvarez Instituto Mediterráneo de Estudios Avanzados-IMEDEA (CSIC-UIB), c/ Miquel Marqués, 21, 070190, Esporles, Islas Baleares, Spain
Pages 509-514 | Published online: 09 May 2008

Citations (4)

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Read on this site (1)

Sebastian Rohloff. (2019) Commodity prices and the AUD-Yen exchange rate: a real-time forecasting analysis. Applied Economics 51:13, pages 1360-1382.
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Articles from other publishers (3)

Klavdiia PAVLIUK. (2020) Evaluations of research work on the basis of multifactor correlation-regressional analysis. Naukovi pratsi NDFI 2020:3, pages 5-19.
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Marcos Álvarez-Díaz, Shawkat Hammoudeh & Rangan Gupta. (2014) Detecting predictable non-linear dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average indices using nonparametric regressions. The North American Journal of Economics and Finance 29, pages 22-35.
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Marcos álvarez Díaz & Josep Mateu-Sbert. (2011) Forecasting Daily Air Arrivals in Mallorca Island Using Nearest Neighbour Methods. Tourism Economics 17:1, pages 191-208.
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