Complexity of exchange rate movement, analysis and volatility forecasting models : a review
Year of publication: |
2021
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Authors: | Baffour, Alexander Amo ; Gyimah, Kofi Nyarko ; Owiredu, Alexander |
Published in: |
International journal of monetary economics and finance : IJMEF. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0487, ZDB-ID 2471959-6. - Vol. 14.2021, 5, p. 460-476
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Subject: | exchange rate modelling | market efficiency and purchasing power parity | stochastic and ANN models | fundamental theory | technical models | hybrid models | monetary theory | asset theory | Wechselkurs | Exchange rate | Volatilität | Volatility | Kaufkraftparität | Purchasing power parity | Prognoseverfahren | Forecasting model | Effizienzmarkthypothese | Efficient market hypothesis | Wechselkurstheorie | Exchange rate theory | Geldtheorie | Monetary theory |
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