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Sacred Decay Art Lauren Marx
Sacred Decay Art Lauren Marx
Marx, Lauren (Marx, Lauren)

SKU: VV1608043
ISBN: 9781506716381

Pages: 136
Hardcover
year: 2020
Publicher: Random House (USA) (Random House (USA))


Price: $157.35

ship 24-25

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Compares structural and Bayesian models to the random walk benchmark in forecasting exchange rates between South American currencies and the US Dollar, and between the Paraguayan Guarani, Brazilian Real and Argentinian Peso. Forecasts are evaluated using the criteria of Root Mean Square Error, Direction of Change, and the Diebold-Mariano statistic.