The effects of incorporating memory and stochastic volatility into GBM to forecast exchange rates of Euro
The performance of financial trading in any country depends significantly on the role of exchange rate, specifically the activity of international trading. Thus, one of the priority of stakeholders is knowing the direction of exchange rates in future. For this reason, many models in literature are p...
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| Hlavní autor: | |
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| Médium: | Artigo |
| Jazyk: | Inglês |
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Elsevier
2022-12-01
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| Edice: | Alexandria Engineering Journal |
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| On-line přístup: | http://www.sciencedirect.com/science/article/pii/S1110016822002101 |
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