Modeling and forecasting exchange rate volatility in time-frequency domain.

Jozef Baruník Tomas Krehlik Lukás Vácha

Published in: Eur. J. Oper. Res. (2016)

Keyphrases

exchange rate
foreign exchange
stock price
financial time series
long run
risk aversion
currency exchange
stock market
domain specific
databases
information retrieval
long term
wavelet transform
data warehouse
labeled data
financial markets