GitHub / boyla950 / predicting-the-pound
MSc Finance dissertation project at Newcastle University. This project focused on forecasting the volatility of exchange rates involving the Great British Pound using EWMA, GARCH-type and Implied Volatility models.
JSON API: http://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/boyla950%2Fpredicting-the-pound
PURL: pkg:github/boyla950/predicting-the-pound
Stars: 3
Forks: 0
Open issues: 0
License: None
Language: Python
Size: 2.16 MB
Dependencies parsed at: Pending
Created at: about 2 years ago
Updated at: over 1 year ago
Pushed at: over 1 year ago
Last synced at: over 1 year ago
Topics: egarch, ewma, forecasting, garch, gjr-garch, implied-volatility, ols-regression, tgarch, time-series-analysis, volatility-modeling