Jump forecasting in foreign exchange markets : a high-frequency analysis
Year of publication: |
2023
|
---|---|
Authors: | Uzun, Sevcan ; Sensoy, Ahmet ; Nguyen, Duc Khuong |
Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 3, p. 578-624
|
Subject: | Covid-19 | forecasting | FX market | jumps | machine learning | Devisenmarkt | Foreign exchange market | Prognoseverfahren | Forecasting model | Coronavirus | Volatilität | Volatility | Prognose | Forecast | Wechselkurs | Exchange rate | Künstliche Intelligenz | Artificial intelligence | Theorie | Theory |
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