Volatility analysis of exchange rate with correlated errors: a sliding data matrix approach

DOI10.1155/2022/9515915zbMath1499.62389OpenAlexW4220944942MaRDI QIDQ2138350

Gabriel Kallah-Dagadu, Godwin Debrah, F. O. Mettle, Dennis Arku, Emmanuel Kojo Aidoo

Publication date: 11 May 2022

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2022/9515915

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Forecasting interest rates: a comparative assessment of some second-generation nonlinear models
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