期刊文献+

汇率预测方法综述

Summary of exchange rate forecasting methods
下载PDF
导出
摘要 汇率预测方法是学术界长期争论的话题,国内外学者的汇率预测方法可以分为四类,即基本因素分析法、技术分析法、市场分析法和组合分析法。在系统介绍当前汇率预测方法理论体系的基础上,通过对比国内外关于各种汇率预测方法的研究成果,总结各类分析法的不足之处,以期为后续研究提供参考。 Exchange rate forecasting methods have been controversial for a long time in academic circles.The exchange rate forecasting methods of scholars at home and abroad can be divided into four categories,namely,basic factor analysis,technical analysis,market analysis and combination analysis.On the basis of systematically introducing the current theoretical system of exchange rate forecasting methods,by comparing the research results of various exchange rate forecasting methods at home and abroad,this paper summarizes the shortcomings of all kinds of analytical methods,in order to provide reference for the follow-up research.
作者 吴思 WU Si(Fujian Jiangxia College,Fuzhou 350108,China)
机构地区 福建江夏学院
出处 《经济研究导刊》 2019年第23期135-137,共3页 Economic Research Guide
关键词 汇率 预测方法 综述 exchange rate forecasting method Summary
  • 相关文献

参考文献7

二级参考文献67

  • 1范正绮,王祥云.ARIMA模型在汇率时间数列预测中的应用[J].上海金融,1997(3):28-29. 被引量:6
  • 2施建淮,余海丰.人民币均衡汇率与汇率失调:1991—2004[J].经济研究,2005,40(4):34-45. 被引量:204
  • 3戴晓枫,肖庆宪.时间序列分析方法及人民币汇率预测的应用研究[J].上海理工大学学报,2005,27(4):341-344. 被引量:46
  • 4Joarder Kamrwzaman,Ruhul A Sarke.Forcasting of currency exchange rates using ANN:A Case Study[C].Neural Networks and Signal Processing,2003:793-797.
  • 5Hu Minghui, Saratchaniran E Narasimhan Sundararajan. A sequential learning neural network for foreign exchange rate forecasting[C]. IEEE International Conference on Systems,Man and Cybernetics,2003:3963-3968.
  • 6Ritanjali Majhi, Panda G, Sahoo G. Efficient prediction of foreign exchange rate using nonlinear single layer artificial neural model[C].IEEE Conference on Cybernetics and Intelligent Systems,2006:1-5.
  • 7Santos A A P, dos Santos Coelho L.Neural networks,fuzzy system, and linear models in forecasting exchange rates: comparison and case studies[C].Intemational Joint Conference on Neural Networks,2006:3094-3099.
  • 8葛哲学狲志强.神经网络理论与MATLABR2007实现[M].北京:电子工业出版社.2007.
  • 9许小可.海杂波的非线性分析与建模[D].大连:大连海事大学,2007.
  • 10Bollerslev,Tim.Generalized antoregressive conditicmal hetemskedasticity. Journal of Ecommetrics.1986, (31) :307-327.

共引文献161

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部