Comparative forecasting performance of symmetric and asymmetric conditional volatility models of an exchange rate
Ercan Balaban
| Year of publication: |
1999
|
|---|---|
| Authors: | Balaban, Ercan |
| Publisher: |
Ankara |
| Subject: | Volatilität | Volatility | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Vergleich | Comparison | Schätzung | Estimation | ARCH-Modell | ARCH model | US-Dollar | US dollar | Deutsche Mark | Theorie | Theory | 1974-1997 |
| Extent: | 19 S |
|---|---|
| Series: | Discussion paper. - Ankara : [Central Bank of the Republic of Turkey, Research Department], ZDB-ID 2949578-7. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 16 - 19 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001399838