Predicting daily exchange rate with singular spectrum analysis

By Hossein Hassani, Abdol S. Soofi, Anatoly A. Zhigljavsky. 2010

102 citations recorded by the source corpus.

Subfields: Applied Mathematics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/27e44b6c60f7577e5b4a96515f34278a611b01ef

Citations in the corpus

• A review on singular spectrum analysis for economic and financial time series (2010, unknown): “Keywords and phrases: Singular spectrum analysis, Cointegration, Economic/Finacial Time Series, Filtering, Forecasting, Smoothing, Unit root, Causality.”