General-to-specific modelling of exchange rate volatility : a forecast evaluation
Luc Bauwens; Genaro Sucarrat
| Year of publication: |
2010
|
|---|---|
| Authors: | Bauwens, Luc ; Sucarrat, Genaro |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 26.2010, 4, p. 885-907
|
| Subject: | Zeitreihenanalyse | Time series analysis | Wechselkurs | Exchange rate | Volatilität | Volatility | Prognose | Forecast | Theorie | Theory |
| 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/10008807690