Adding double insurance to your investments: Evidence from the exchange rate market.
Mingchen LiKun YangZishu ChengYunjie WeiShouyang WangPublished in: Adv. Eng. Informatics (2024)
Keyphrases
- exchange rate
- foreign exchange
- stock price
- short run
- financial crisis
- risk aversion
- financial markets
- currency exchange
- financial time series
- long run
- stock market
- information technology
- early warning
- risk management
- non stationary
- belief functions
- historical data
- financial data
- investment decisions
- state space
- dynamic programming
- data mining