Forecasting exchange rate volatility using high-frequency data : is the euro different?
Georgios Chortareas; Ying Jiang; John. C. Nankervis
| Year of publication: |
2011
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|---|---|
| Authors: | Chortareas, Georgios E. ; Jiang, Ying ; Nankervis, John C. |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 27.2011, 4, p. 1089-1107
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| Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Euro | Prognoseverfahren | Forecasting model | Schätzung | Estimation | EU-Staaten | EU countries | Eurozone | Euro area |
| Extent: | graph. Darst. |
|---|---|
| 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/10009316871