Forecasting exchange rate volatility : an amalgamation approach
Antonios K. Alexandridis, Ekaterini Panopoulou, Ioannis Souropanis
| Year of publication: |
2024
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|---|---|
| Authors: | Alexandridis, Antonios K. ; Panopulu, Aikaterinē ; Souropanis, Ioannis |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1873-0612, ZDB-ID 2020265-9. - Vol. 97.2024, Art.-No. 102067, p. 1-22
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| Subject: | Dimensionality reduction | Exchange rates | Forecast combination | Machine learning | Volatility forecasting | Wavelet decomposition | Volatilität | Volatility | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Prognose | Forecast | Künstliche Intelligenz | Artificial intelligence | Theorie | Theory | Zustandsraummodell | State space model | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2024.102067 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015405627