Forecast volatility in value of the EUR/USD
Currency volatility is unobservable but plays an important role on the international financial market, especially the EUR/USD volatility. In an attempt to select the most accurate model for forecasting this currency volatility, the EWMA models and the GARCH family models under normal and student-t d...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2013
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| Online Access: | https://eprints.nottingham.ac.uk/26749/ |