Analyzing Currency Fluctuations: A Comparative Study of GARCH, EWMA, and IV Models for GBP/USD and EUR/GBP Pairs

By Narayan Tondapu

Published 2024-02-11

Everscope rating

1271

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Comparative Analysis. Problem types: Time Series Forecasting, Volatility Prediction.

arXiv:2402.07435 · Paper rankings

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