Analyzing Currency Fluctuations: A Comparative Study of GARCH, EWMA, and IV Models for GBP/USD and EUR/GBP Pairs

Fuente: arXiv

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Bibliographic Details
Main Author:	Tondapu, Narayan
Format:	Preprint
Published:	2024
Subjects:	Statistical Finance Artificial Intelligence Machine Learning
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2402.07435