Forecasting exchange rate volatility : the case of the Czech Republic, Hungary and Poland
Year of publication: |
2016
|
---|---|
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
|
Subject: | forecasting volatility | foreign exchange | combination forecasts | Central and Eastern Europe | multivariate HAR | Volatilität | Volatility | Tschechien | Czech Republic | Wechselkurs | Exchange rate | Ungarn | Hungary | Tourismus | Tourism | Prognoseverfahren | Forecasting model | Polen | Poland | ARCH-Modell | ARCH model | Prognose | Forecast | Slowakei | Slovakia |
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