Forecasting exchange rate volatility : the case of the Czech Republic, Hungary and Poland
Štefan Lyócsa, Peter Molnár, Igor Fedorko
| Year of publication: |
2016
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|---|---|
| Authors: | Lyócsa, Štefan ; Molnár, Peter ; Fedorko, Igor |
| Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 66.2016, 5, p. 453-475
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| Subject: | forecasting volatility | foreign exchange | combination forecasts | Central and Eastern Europe | multivariate HAR | Wechselkurs | Exchange rate | Polen | Poland | Volatilität | Volatility | Tschechien | Czech Republic | Ungarn | Hungary | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Schätzung | Estimation | Prognose | Forecast |
| 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/10011582491