Essays about: "valutapar"

Found 3 essays containing the word valutapar.

1. 1. Forecasting Price Direction Using Different Sampling Methods

   University essay from KTH/Matematik (Avd.)

   Author : Niklas Mannerskog; [2021]
   Keywords : Applied mathematics; sampling methods; scaling laws; foreign exchange rates; futures; price direction; directional change; Tillämpad matematik; samplingsmetoder; skallagar; valutapar; terminer; prisriktning; directional change;

   Abstract : To extract usable information from financial data the prices of financial instruments must be summarized in an efficient manner. Typically price quotes are sampled at discrete and equidistant points in time to create a time series of prices at fixed times. READ MORE

3. 2. Prediction of Currency Pairs : Statistical relations between futures and forward contracts

   University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

   Author : Anna Aronsson; Elsa Kjellén; [2021]
   Keywords : ;

   Abstract : Forecasting prices is a widely extended topic on the financial markets and is used by traders all over the world to make profitable trades. However, there exists a limited amount of research regarding the relation between the price movements of futures and forward contracts. READ MORE

4. 3. Modeling exchange rate using symmetric and asymmetric GARCH models

   University essay from KTH/Matematisk statistik

   Author : Malwina Maria Polak; Marcelina Polak; [2016]
   Keywords : ;

   Abstract : This paper attempts to study GARCH-type models, with emphasis on fitting GARCH models to exchange rate return series. The symmetric GARCH(1,1) model is compared with the asymmetric EGARCH(1,1) model. Both models are analysed with different conditional distributions, namely Normal, Student's t and skew Student's t for the return innovation. READ MORE