The effects of incorporating memory and stochastic volatility into GBM to forecast exchange rates of Euro

  • Mohammed Alhagyan

Research output: Contribution to journalArticlepeer-review

6 Scopus citations

Fingerprint

Dive into the research topics of 'The effects of incorporating memory and stochastic volatility into GBM to forecast exchange rates of Euro'. Together they form a unique fingerprint.

Economics, Econometrics and Finance