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Browsing Research Articles (Economics) by Author "De Bruyn, Riané"
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De Bruyn, Riané; Gupta, Rangan; Van Eyden, Renee
(Routledge, 2015-05)
Traditionally, the literature on forecasting exchange rates with many potential predictors have primarily only
accounted for parameter uncertainty using Bayesian Model Averaging (BMA). Though BMA-based models
of exchange ...