Forecasting renminbi quotes in the revised Chinese FX market : can we get implications for the onshore/offshore spread-behaviour?
Christian von Spreckelsen; Frederik Kunze and Torsten Windels; Hans-Jörg von Mettenheim
| Year of publication: |
2014
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|---|---|
| Authors: | Spreckelsen, Christian von ; Kunze, Frederik ; Windels, Torsten ; Mettenheim, Hans-Jörg von |
| Published in: |
International journal of economic policy in emerging economies. - Genève : Inderscience Enterprises, ISSN 1752-0452, ZDB-ID 2449908-0. - Vol. 7.2014, 1, p. 66-76
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| Subject: | renminbi FX markets | spread behaviour | spot price and derivatives forecasting | neural networks | GARCH | China | Prognoseverfahren | Forecasting model | Wechselkurs | Exchange rate | Neuronale Netze | Neural networks | Renminbi | Derivat | Derivative | ARCH-Modell | ARCH model | Prognose | Forecast |
| 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://ebvufind01.dmz1.zbw.eu/10010413320