Forecasting volatility in developing countries' nominal exchange returns
N. Antonakakis and J. Darby
| Year of publication: |
2013
|
|---|---|
| Authors: | Antonakakis, Nikolaos ; Darby, Julia |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 23.2013, 19/21, p. 1675-1691
|
| Subject: | exchange rate volatility | estimation | forecasting | developing countries | Wechselkurs | Exchange rate | Volatilität | Volatility | Entwicklungsländer | Developing countries | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Theorie | Theory | ARCH-Modell | ARCH model |
| 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/10010260183