Comparative forecasting performance of symmetric and asymmetric conditional volatility models of an exchange rate
Ercan Balaban
| Year of publication: |
2004
|
|---|---|
| Authors: | Balaban, Ercan |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 83.2004, 1, p. 99-105
|
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001968237