An investigation in exchange rate behavior of emerging countries |
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| Authors: | Prakash L. Dheeriya Mahendra Raj |
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| Affiliation: | 1. Department of Finance/QMS , California State University-Dominguez Hills , 1000 East Victoria Street, Carson, California, 90747, U.S.A.;2. Aberdeen Business School , Robert Gordon University , AB9 1FP, Aberdeen, United Kingdom , Hilton Place |
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| Abstract: | This study deals with the relative performance of major exponential smoothing models (Simple exponential (SES), Holt's double parameter exponential (HTPES) and Winter's three parameter exponential (WTPES) used in forecasting exchange rates of emerging countries. |
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