Dear all, I would like to get your expert opinion (from experience), what is the best way to forecast medium term ( weeks to months ) currency rates. Do auto regressive models like ar ma arma , farima etc with garch work ? I read another thread in this group titled "Modeling FX rates" dated 15 Jan 2014, Dominykas pointed out "Exchange rates are not mean reverting". Thanks a lot for reading. CE.
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