Jump forecasting in foreign exchange markets : a high-frequency analysis
Sevcan Uzun, Ahmet Sensoy, Duc Khuong Nguyen
| Year of publication: |
2023
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|---|---|
| Authors: | Uzun, Sevcan ; Sensoy, Ahmet ; Nguyen, Duc Khuong |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 3, p. 578-624
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| Subject: | Covid-19 | forecasting | FX market | jumps | machine learning | Prognoseverfahren | Forecasting model | Devisenmarkt | Foreign exchange market | Coronavirus | Künstliche Intelligenz | Artificial intelligence | Wechselkurs | Exchange rate | Volatilität | Volatility | Prognose | Forecast | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2951 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014292217