Hello,
It's my first time to conduct a research paper using daily prices for exchange rate futures, and I'm not sure which time series is the most appropriate to be used in my study. I have found the following datasets in the Datastream database:
1- CME- Dollar composite last trade date
2- CME- Dollar composite continuous average
3- CME- Dollar composite continuous volume
4- CME- Dollar composite continuous index
5- CME- Dollar composite continuous
Unfortunately there's no explanation for each one so would you please help to determine which one is the most appropriate to be used in the paper? or please let me know if there are alternative ones?
Thank you in advance!
Dear Hamed,
Thank you for your contribution!
I’ll usd one of GARCH family modeles and my problem is choosing the time series (data) source because it’s my fir time using currencies futures daily data .
Thank you again
Kind regards,
Thank you Ette for your contribution,
Yes, the first step is applying the traditional methods then moving to the conditional ones.
But as I mentioned to Hamed, my question is not about the models, it’s about the data itself.
Kind regards,
Still couldn't find the answer.... I am look forward to heating from you researchers
Please what is the objective of this study? Can you send a sample of the data to me on [email protected] so that I can make a meaningful contribution
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