Cross-border exchanges and volatility forecasting
Abhinav Goyal, Vasileios Kallinterakis, Dimos Kambouroudis and Jason Laws
| Year of publication: |
May 2018
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|---|---|
| Authors: | Goyal, Abhinav ; Kallinterakis, Vasileios ; Kambouroudis, Dimos ; Laws, Jason |
| Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 2055458-8. - Vol. 18.2018, 5, p. 789-799
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| Subject: | Volatility forecasting | Exchange groups | Feedback trading | Global financial crisis | Volatilität | Volatility | Finanzkrise | Financial crisis | Prognoseverfahren | Forecasting model | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Welt | World | Theorie | Theory | Internationaler Finanzmarkt | International financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2017.1414512 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011907940