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Modelling volatility and forecasting of exchange rate of British pound sterling and Indian rupee
Gupta, Sanjeev; Kashyap, Sachin - In: Journal of modelling in management 11 (2016) 2, pp. 389-404
Persistent link: https://www.econbiz.de/10011529491
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Forex exchange rate forecasting using deep recurrent neural networks
Dautel, Alexander Jakob; Härdle, Wolfgang; Lessmann, Stefan - In: Digital finance : smart data analytics, investment … 2 (2020) 1/2, pp. 69-96
Persistent link: https://www.econbiz.de/10012284950
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Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina; Lux, Thomas - In: International journal of forecasting 39 (2023) 4, pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
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Predicting Financial Volatility : High-Frequency Time-Series Forecasts Vis-a-Vis Implied Volatility
Martens, Martin; Zein, Jason - 2008
Recent evidence suggests option implied volatility provides better forecasts of financial volatility than time … financial volatility is improved using high-frequency data and the latest proposed model for volatility, a long memory model …. The results indicate that volatility forecasts based on historical intraday returns do provide good volatility forecasts …
Persistent link: https://www.econbiz.de/10014034178
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The dynamics of exchange market pressure and inflation in Iran : regime switching approach
Sayadi, Mohammad; Omidi, Meysam - In: Iranian journal of economic studies : IJES 8 (2019) 2, pp. 225-252
Persistent link: https://www.econbiz.de/10012220592
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Applications of artificial neural networks to forecasting in finance and economics
Huang, Wei; Lai, Kin Keung; Nakamori, Yoshiteru; Wang, … - In: Future of economic science, (pp. 165-198). 2009
Persistent link: https://www.econbiz.de/10009613574
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Study on exchange rate forecasting using recurrent neural networks
Ye, Yuxi - In: International journal of economics, finance and … 5 (2017) 6, pp. 300-303
Persistent link: https://www.econbiz.de/10011825411
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Forecasting realized volatility through financial turbulence and neural networks
Souto, Hugo Gobato; Moradi, Amir - In: Economics and business review 9 (2023) 2, pp. 133-159
Persistent link: https://www.econbiz.de/10014636344
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Can oil price predict exchange rate? : empirical evidence from deep learning
Safi, Samir; Aliyu, Salisu; Kekere Sule, Ibrahim; … - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 4, pp. 482-493
Persistent link: https://www.econbiz.de/10013411016
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Neural network modelling with applications to Euro exchange rates
Rocca, Michele la; Perna, Cira - In: Computational methods in financial engineering : essays …, (pp. 163-189). 2008
Persistent link: https://www.econbiz.de/10003669631