Financial Time Series Modelling Using ARIMA Plus GARCH Models

Today highly powerful statistical software are available that can be used to analyze and crunch any time series and make future predictions in the short term. Financial time series are all stochastic in nature. If we can successfully develop statistical models that can predict prices for pairs like EURUSD, GBPUSD, USDJPY, GBPNZD, USDCAD, USDCHF, NZDUSD,… Continue reading Financial Time Series Modelling Using ARIMA Plus GARCH Models

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