Forecasting exchange rate volatility : a multiple horizon comparison using historical, realized and implied volatility measures
David T. L. Siu and John Okunev
| Year of publication: |
2009
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|---|---|
| Authors: | Siu, David T. L. ; Okunev, John |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 28.2009, 6, p. 465-486
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| Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Prognoseverfahren | Forecasting model |
| 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://www.econbiz.de/10003886979