Forecasting exchange rate volatility using conditional variance models selected by information criteria
Chris Brooks ; Simon P. Burke
| Year of publication: |
1998
|
|---|---|
| Authors: | Brooks, Chris |
| Other Persons: | Burke, Simon P. (contributor) |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 61.1998, 3, p. 273-278
|
| Subject: | Wechselkurstheorie | Exchange rate theory | Wechselkurs | Exchange rate | Volatilität | Volatility | Prognose | Forecast | Theorie | Theory |
| 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/10001252467