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2 results for foreign exchange market.

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A Wavelet-ARMA-GARCH Refinement Method to VaR Estimate for Foreign Exchange Market
by Samia Mederessi and Slaheddine Hallara
International Journal of Business and Risk Management. 2018, 1(1), 28-36. DOI: 10.12691/ijbrm-1-1-4
Pub. Date: April 23, 2018Views: 18299Downloads: 18500
Value-at-Risk foreign exchange rate ARMA-GARCH wavelet wavelet decomposed VAR Kupiec backtesting procedures
Abstract Full Text PDF (391 KB) Full Text HTML Full Text ePUB (194 KB)
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Foreign Exchange Market: Institutional Structure, Regulation, and Policy Implications
by Fei Su and Jun Zhao
Journal of Finance and Economics. 2017, 5(5), 195-203. DOI: 10.12691/jfe-5-5-1
Pub. Date: August 31, 2017Views: 21193Downloads: 17814
foreign exchange market institutional structure regulation policy implication
Abstract Full Text PDF (340 KB) Full Text HTML Full Text ePUB (577 KB)
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