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Forecasting and Hedging in the Foreign Exchange Markets

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  • Christian Ullrich

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Suggested Citation

  • Christian Ullrich, 2009. "Forecasting and Hedging in the Foreign Exchange Markets," Lecture Notes in Economics and Mathematical Systems, Springer, number 978-3-642-00495-7, July.
    • Handle: RePEc:spr:lnecms:978-3-642-00495-7
    DOI: 10.1007/978-3-642-00495-7
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    Cited by:

    1. Wu, Xing & (Marco) Nie, Yu, 2011. "Modeling heterogeneous risk-taking behavior in route choice: A stochastic dominance approach," Transportation Research Part A: Policy and Practice, Elsevier, vol. 45(9), pages 896-915, November.
    2. Piotr Fiszeder & Witold Orzeszko, 2012. "Nonparametric Verification of GARCH-Class Models for Selected Polish Exchange Rates and Stock Indices," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(5), pages 430-449, November.
    3. Amelia Carolina Sparavigna, 2014. "Recurrence plots of exchange rates of currencies," Papers 1408.4746, arXiv.org.
    4. Tristan Fletcher & Zakria Hussain & John Shawe-Taylor, 2010. "Currency Forecasting using Multiple Kernel Learning with Financially Motivated Features," Papers 1011.6097, arXiv.org.
    5. Amelia Carolina Sparavigna, 2014. "Recurrence Plots of Exchange Rates of Currencies," International Journal of Sciences, Office ijSciences, vol. 3(07), pages 87-95, July.

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