Sökning: "Max Nyström Winsa"

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1. 1. Forecasting Foreign Exchange Rates, A comparison between forecasting horizons and Bayesian vs. Frequentist approaches

   Master-uppsats, Lunds universitet/Matematisk statistik

   Författare :Max Nyström Winsa; [2014]
   Nyckelord :Mathematics and Statistics;

   Sammanfattning : Forecasting foreign exchange rates and financial asset prices in general is a hard task. The best model has often been shown to be a simple random walk, which implies that the price movements are unpredictable. In this thesis models that have been somewhat successful in the past are developed and investigated for different forecasting horizons. LÄS MER