Forecasting and Hedging in the Foreign Exchange Markets
Christian Ullrich (christian.ullrich@bmw.de)
in Lecture Notes in Economics and Mathematical Systems from Springer, currently edited by Gunter Fandel and Walter Trockel
Date: 2009
ISBN: 978-3-642-00495-7
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Chapters in this book:
- Ch 1 Motivation
- Christian Ullrich
- Ch 2 Analytical Outlook
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- Ch 3 Equilibrium Relationships
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- Ch 4 Market Efficiency Concepts
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- Ch 5 Views from Complexity Theory
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- Ch 6 Conclusions
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- Ch 7 Introduction
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- Ch 8 Statistical Analysis of Daily Exchange Rate Data
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- Ch 9 Support Vector Classification
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- Ch 10 Description of Empirical Study and Results
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- Ch 11 Introduction
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- Ch 12 Preferences over Probability Distributions
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- Ch 13 Problem Statement and Computational Complexity
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- Ch 14 Model Implementation
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- Ch 15 Simulation/Optimization Experiments
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- Ch 16 Exchange Rate Forecasting with Support Vector Machines
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- Ch 17 Exchange Rate Hedging in a Simulation/Optimization Framework
- Christian Ullrich
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Persistent link: https://EconPapers.repec.org/RePEc:spr:lnecms:978-3-642-00495-7
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DOI: 10.1007/978-3-642-00495-7
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