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Exchange rate forecasting using ensemble modeling for better policy implications
Tripathi, Manas; Kumar, Saurabh; Inani, Sarveshwar Kumar - In: Journal of time series econometrics 13 (2021) 1, pp. 43-71
Persistent link: https://www.econbiz.de/10012437825
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Does artificial neural network forecast better for excessively volatile currency pairs?
Inani, Sarveshwar Kumar; Tripathi, Manas; Kumar, Saurabh - In: The journal of prediction markets 10 (2016) 2, pp. 47-61
Persistent link: https://www.econbiz.de/10011904939
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Intraday risk management in International stock markets : a conditional EVT approach
Karmakar, Madhusudan; Paul, Samit - In: International review of financial analysis 44 (2016), pp. 34-55
Persistent link: https://www.econbiz.de/10011623805
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The effect of spillover on volatility forecasting : an empirical study in Indian Stock Market
Karmakar, Madhusudan; Shukla, Girja Kant - In: Metamorphosis : a journal of management research 15 (2016) 1, pp. 20-30
Persistent link: https://www.econbiz.de/10011625682
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Forecasting liquidity-adjusted VaR : a conditional EVT-copula approach
Karmakar, Madhusudan; Khadotra, Ravi - In: Review of financial economics : RFE 41 (2023) 3, pp. 283-321
Persistent link: https://www.econbiz.de/10014336153