Forecasting exchange rate volatility using conditional variance models selected by information criteria
by Chris Brooks and Simon P.Burke
| Year of publication: |
1998
|
|---|---|
| Authors: | Brooks, Chris |
| Other Persons: | Burke, Simon P. (contributor) |
| Institutions: | Centre for Quantitative Economics & Computing (contributor) |
| Publisher: |
Reading : Centre for Quantitative Economics & Computing |
| Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Wechselkurstheorie | Exchange rate theory | Prognose | Forecast | Prognoseverfahren | Forecasting model |
| Extent: | 7 S |
|---|---|
| Series: | Discussion papers in quantitative economics and computing / E. - Reading, ZDB-ID 2553769-6. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000982695