Alejandro Parot, Kevin Michell V., Werner Kristjanpoller. Using Artificial Neural Networks to forecast Exchange Rate, including VAR-VECM residual analysis and prediction linear combination. Int. Syst. in Accounting, Finance and Management, 26(1):3-15, 2019. [doi]
@article{ParotVK19,
title = {Using Artificial Neural Networks to forecast Exchange Rate, including VAR-VECM residual analysis and prediction linear combination},
author = {Alejandro Parot and Kevin Michell V. and Werner Kristjanpoller},
year = {2019},
doi = {10.1002/isaf.1440},
url = {https://doi.org/10.1002/isaf.1440},
researchr = {https://researchr.org/publication/ParotVK19},
cites = {0},
citedby = {0},
journal = {Int. Syst. in Accounting, Finance and Management},
volume = {26},
number = {1},
pages = {3-15},
}