Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies

DE Allen, Michael McAleer, S Peiris, AK Singh

Research output: Contribution to journal › Article › Academic › peer-review

8 Citations (Scopus)

Access to Document

@article{0e17446b6ff24244aa3d33772523252b,

title = "Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies",

author = "DE Allen and Michael McAleer and S Peiris and AK Singh",

year = "2016",

doi = "10.3390/risks4010007",

language = "English",

volume = "4",

pages = "1--14",

journal = "Journal of Risk Research",

issn = "1366-9877",

publisher = "Routledge",

number = "7",

}

TY - JOUR

T1 - Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies

AU - Allen, DE

AU - McAleer, Michael

AU - Peiris, S

AU - Singh, AK

PY - 2016

Y1 - 2016

U2 - 10.3390/risks4010007

DO - 10.3390/risks4010007

M3 - Article

SN - 1366-9877

VL - 4

SP - 1

EP - 14

JO - Journal of Risk Research

JF - Journal of Risk Research

IS - 7

ER -