Open AccessImproving the Forecast Accuracy of Oil-Exchange Rate Nexus in GCC Countries
Author(s) -
Onuoha Ikwor Nnachi
Publication year - 2018
Publication title -
theoretical economics letters
Language(s) - English
Resource type - Journals
eISSN - 2162-2078
pISSN - 2162-2086
DOI - 10.4236/tel.2018.815202
Subject(s) - exchange rate , econometrics , autoregressive fractionally integrated moving average , predictability , economics , us dollar , mean reversion , statistic , mean squared error , forecast error , liberian dollar , west texas intermediate , statistics , mathematics , long memory , monetary economics , volatility (finance) , finance
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