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    • Forecasting in the Forex market with interval time series using a bayesian approach 

      Maté Jiménez, Carlos; Vasekova, Andrea (Association des Economistes de l'Energie (París, Francia), 04/06/2015)
      Exchange rates forecasting (ERF) is a key element in monetary policy decisionmaking. A standard benchmark in ERF, the random walk model, is considerably difficult to beat; this phenomenon is known as the Meese and Rogoff ...