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Volatility Analysis of Exchange Rate with Correlated Errors: A Sliding Data Matrix Approach.
Felix Okoe Mettle
Gabriel Kallah-Dagadu
Emmanuel Aidoo
Godwin Debrah
Dennis Arku
Published in:
J. Appl. Math. (2022)
Keyphrases
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exchange rate
stock price
data analysis
information retrieval
data matrix
pairwise
state space
non stationary
short term
missing values
singular value decomposition
original data
matrix factorization
face recognition
long run
learning algorithm
machine learning