Google Internet search activity and volatility prediction in the market for foreign currency
Year of publication: |
2012
|
---|---|
Authors: | Smith, Geoffrey Peter |
Published in: |
Finance Research Letters. - Elsevier, ISSN 1544-6123. - Vol. 9.2012, 2, p. 103-110
|
Publisher: |
Elsevier |
Subject: | Google insights for Search | ARCH (GARCH) | Mixture of distributions hypothesis (MDH) | Foreign currency | Foreign exchange |
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