Optimal modelling frequency for foreign exchange volatility forecasting
| Year of publication: |
2009
|
|---|---|
| Authors: | Hooper, Vincent ; Reeves, Jonathan ; Xie, Xuan |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 19.2009, 13-15, p. 1159-1162
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