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Predictability of Turkish foreign exchange and its implications to option pricing and arbitrage opportunities
Horasanlı, Mehmet - In: Central Bank review / The Central Bank of the Republic … 6 (2006) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10003506918
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On the impact of the boundary on dynamics : anti-persistence in the case of the HKD exchange rate corridor
Yee, Hong Ben - In: Annals of financial economics 10 (2015) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10011382566
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The efficiency of the Polish zloty exchange rate market : the uncovered interest parity and fractal analysis approaches
Czech, Katarzyna; Pietrych, Łukasz - In: Risks : open access journal 9 (2021) 8, pp. 1-17
The study of the effectiveness of the currency market is one of the most important research problems in the field of finance. The paper aims to assess the efficiency of the Polish zloty exchange rate market. We test the market efficiency by applying two independent approaches, one based on the...
Persistent link: https://www.econbiz.de/10012612368
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Dynamic efficiency of stock markets and exchange rates
Sensoy, Ahmet; Tabak, Benjamin Miranda - In: International review of financial analysis 47 (2016), pp. 353-371
Persistent link: https://www.econbiz.de/10011624263
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Fractal investigation and maximal overlap discrete wavelet transformation (MODWT)-based machine learning framework for forecasting exchange rates
Ghosh, Indranil; Chaudhuri, Tamal D. - In: Studies in microeconomics 5 (2017) 2, pp. 105-131
Persistent link: https://www.econbiz.de/10012023833
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True or spurious long memory? : a new test
Ohanissian, Arek; Russell, Jeffrey R.; Tsay, Ruey S. - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 2, pp. 161-175
Persistent link: https://www.econbiz.de/10003675667
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Robust estimation of intraweek periodicity in volatility and jump detection
Boudt, Kris; Croux, Christophe; Laurent, Sébastien - In: Journal of empirical finance 18 (2011) 2, pp. 353-367
Persistent link: https://www.econbiz.de/10009301110
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Testing for long memory in volatility in the Indian Forex market
Kumar, Anoop S. - In: Economic annals 59 (2014) 203, pp. 75-90
Persistent link: https://www.econbiz.de/10010510863
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Does the forward discount represent a long memory process or short memory process with multiple changes in the mean?
Shahrin, Aidil Rizal - In: Jahrbücher für Nationalökonomie und Statistik 235 (2015) 6, pp. 630-641
Persistent link: https://www.econbiz.de/10011432220
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Long memory and fractional integration in high frequency data on the US dollar British pound spot exchange rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2013
Persistent link: https://www.econbiz.de/10009731952