Forecasting exchange rate volatility using conditional variance models selected by information criteria
Year of publication: |
1998
|
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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 |
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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 |
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