Syed Abul, Basher and Perry, Sadorsky (2015): Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH.
Syed Abul, Basher and Alfred A, Haug and Perry, Sadorsky (2015): The impact of oil shocks on exchange rates: A Markov-switching approach.
Syed Abul, Basher and Perry, Sadorsky (2022): Forecasting Bitcoin price direction with random forests: How important are interest rates, inflation, and market volatility? Forthcoming in: Machine Learning with Applications
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