Investigation of Swedish Krona exchange rate volatility using APARCH-Support Vector Regression
Abstract This paper investigates the daily exchange rate volatility of the Swedish krona (SEK) against the USD, EUR, GBP, and NOK over the period 2010–2023. Using asymmetric power ARCH (APARCH) models, the analysis uncovers significant differences in volatility dynamics across currency pairs and sub...
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| Autors principals: | , |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
SpringerOpen
2026-02-01
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| Col·lecció: | Financial Innovation |
| Matèries: | |
| Accés en línia: | https://doi.org/10.1186/s40854-026-00910-3 |
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