Forecasting foreign exchange volatility : is implied volatility the best we can do?
Christopher J. Neely ...
| Year of publication: |
Oct. 2003 ; [Elektronische Ressource], rev
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|---|---|
| Other Persons: | Neely, Christopher J. (contributor) |
| Institutions: | Federal Reserve Bank of St. Louis (contributor) |
| Publisher: |
St. Louis, MO, : Federal Reserve Bank of St. Louis |
| Subject: | Devisenmarkt | Foreign exchange market | Wechselkurs | Exchange rate | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | USA | United States | ARMA-Modell | ARMA model |
