BAND SPECTRAL REGRESSION AND LASSO: CAN IT IMPROVE FORECASTING PERFORMANCE OF EXCHANGE RATE FUNDAMENTAL MODELS?

BAND SPECTRAL REGRESSION AND LASSO: CAN IT IMPROVE FORECASTING PERFORMANCE OF EXCHANGE RATE FUNDAMENTAL MODELS?

Bachelor's

Saved in:
Bibliographic Details
Main Author: LIAW WYI WYING
Other Authors: ECONOMICS
Format: Theses and Dissertations
Published: 2023
Subjects:
Band Spectral Regression
Exchange Rate Models
Frequency Domain
Penalised Regression
Online Access:https://scholarbank.nus.edu.sg/handle/10635/242261
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore
id sg-nus-scholar.10635-242261
record_format dspace
spelling sg-nus-scholar.10635-2422612023-06-22T04:16:13Z BAND SPECTRAL REGRESSION AND LASSO: CAN IT IMPROVE FORECASTING PERFORMANCE OF EXCHANGE RATE FUNDAMENTAL MODELS? LIAW WYI WYING ECONOMICS DENIS TKACHENKO Band Spectral Regression Exchange Rate Models Frequency Domain Penalised Regression Bachelor's Bachelor of Social Sciences (Honours) 2023-06-21T01:17:11Z 2023-06-21T01:17:11Z 2023-04-03 Thesis LIAW WYI WYING (2023-04-03). BAND SPECTRAL REGRESSION AND LASSO: CAN IT IMPROVE FORECASTING PERFORMANCE OF EXCHANGE RATE FUNDAMENTAL MODELS?. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/242261
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Band Spectral Regression
Exchange Rate Models
Frequency Domain
Penalised Regression
spellingShingle Band Spectral Regression
Exchange Rate Models
Frequency Domain
Penalised Regression
LIAW WYI WYING
BAND SPECTRAL REGRESSION AND LASSO: CAN IT IMPROVE FORECASTING PERFORMANCE OF EXCHANGE RATE FUNDAMENTAL MODELS?
description Bachelor's
author2 ECONOMICS
author_facet ECONOMICS
LIAW WYI WYING
format Theses and Dissertations
author LIAW WYI WYING
author_sort LIAW WYI WYING
title BAND SPECTRAL REGRESSION AND LASSO: CAN IT IMPROVE FORECASTING PERFORMANCE OF EXCHANGE RATE FUNDAMENTAL MODELS?
title_short BAND SPECTRAL REGRESSION AND LASSO: CAN IT IMPROVE FORECASTING PERFORMANCE OF EXCHANGE RATE FUNDAMENTAL MODELS?
title_full BAND SPECTRAL REGRESSION AND LASSO: CAN IT IMPROVE FORECASTING PERFORMANCE OF EXCHANGE RATE FUNDAMENTAL MODELS?
title_fullStr BAND SPECTRAL REGRESSION AND LASSO: CAN IT IMPROVE FORECASTING PERFORMANCE OF EXCHANGE RATE FUNDAMENTAL MODELS?
title_full_unstemmed BAND SPECTRAL REGRESSION AND LASSO: CAN IT IMPROVE FORECASTING PERFORMANCE OF EXCHANGE RATE FUNDAMENTAL MODELS?
title_sort band spectral regression and lasso: can it improve forecasting performance of exchange rate fundamental models?
publishDate 2023
url https://scholarbank.nus.edu.sg/handle/10635/242261
_version_ 1770563365326815232

Similar Items