Predicting daily highs and lows of exchange rates: a cointegration analysis (Q5123415)
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scientific article; zbMATH DE number 7252206
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Predicting daily highs and lows of exchange rates: a cointegration analysis |
scientific article; zbMATH DE number 7252206 |
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Predicting daily highs and lows of exchange rates: a cointegration analysis (English)
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28 September 2020
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daily high
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daily low
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direction of change
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implied volatility
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VECM
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