M. Mourad and A. Harb

A predictive model for the daily exchange rate of the EUR/USD using Markov chain and cointegration techniques

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October 1, 2013 / Author: master1 / Posted in: Economics and Social Sciences

Tags: ARCH cointégration exchange rates forecasts Markov chain stationary

M. Mourad

Tests de racines unitaires et performance prévisionnelle des modèles AR: application sur les variables du transport en France

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June 1, 2006 / Author: master1 / Posted in: Basic Sciences, Engineering and Technology

Tags: deterministic forecasts non-stationarity seasonality stochastic trend