Power transformation and forecasting the magnitude of exchange rate changes
Michael D. McKenzie
| Year of publication: |
1999
|
|---|---|
| Authors: | McKenzie, Michael D. |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 15.1999, 1, p. 49-55
|
| Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | ARCH-Modell | ARCH model | Australien | Australia |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: International journal of forecasting |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001428473