Forecasting exchange rate volatility using autoregressive random variance model
Year of publication: |
1999
|
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Authors: | So, Mike Ka-pui ; Lam, Kin ; Li, Wai Keung |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 9.1999, 6, p. 583-591
|
Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Theorie | Theory | Industrieländer | Industrialized countries |
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