Forecasting exchange rate volatility using conditional variance models selected by information criteria
| Year of publication: |
1998
|
|---|---|
| Authors: | Brooks, Chris ; Burke, Simon P. |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 61.1998, 3, p. 273-278
|
| Publisher: |
Elsevier |