Complexity of exchange rate movement, analysis and volatility forecasting models : a review
Alexander Amo Baffour, Kofi Nyarko Gyimah and Alexander Owiredu
| Year of publication: |
2021
|
|---|---|
| Authors: | Baffour, Alexander Amo ; Gyimah, Kofi Nyarko ; Owiredu, Alexander |
| Published in: |
International journal of monetary economics and finance : IJMEF. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0487, ZDB-ID 2471959-6. - Vol. 14.2021, 5, p. 460-476
|
| Subject: | exchange rate modelling | market efficiency and purchasing power parity | stochastic and ANN models | fundamental theory | technical models | hybrid models | monetary theory | asset theory | Wechselkurs | Exchange rate | Volatilität | Volatility | Kaufkraftparität | Purchasing power parity | Effizienzmarkthypothese | Efficient market hypothesis | Prognoseverfahren | Forecasting model | Wechselkurstheorie | Exchange rate theory | Geldtheorie | Monetary theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJMEF.2021.118279 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012671201