Forecasting Foreign Exchange Rates Subject to De-Volatilization (Classic Reprint)

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Excerpt from Forecasting Foreign Exchange Rates Subject to De-Volatilization Since the high frequency exchange rates are characterized by excessive noise, we add an extra condition in (4) to make the dv-series less sensitive to the noise. Often, we see that price jumps back and forth due to noise. When the first jump comes, it may significantly bias the volatility estimate. Waiting for next data point can minimize the impact of noise on our dv-series. About the Publisher Forgotten Books publishes hundreds of thousands of rare and classic books. Find more at www.forgottenbooks.com This book is a reproduction of an important historical work. Forgotten Books uses state-of-the-art technology to digitally reconstruct the work, preserving the original format whilst repairing imperfections present in the aged copy. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in our edition. We do, however, repair the vast majority of imperfections successfully, any imperfections that remain are intentionally left to preserve the state of such historical works.