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

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cs.CE2024

Efficient Market Dynamics: Unraveling Informational Efficiency in UK Horse Racing Betting Markets Through Betfair's Time Series Analysis

Narayan Tondapu

Using Betfair's time series data, an analysis of the United Kingdom (UK) horse racing market reveals an interesting paradox: a market with short tails, rapidly decaying autocorrela…