Comparison of Different Expanded GED-GARCH for Exchange Rate Volatility.

Yan Gao Dongmei Li Lihui Zhou

Published in: ICICA (1) (2012)

Keyphrases

exchange rate
stock price
foreign exchange
long run
financial time series
currency exchange
risk aversion
financial crisis
data mining
natural language processing
real world
machine learning
long term
bag of words
financial markets
monetary policy