Prediciting exchange rate volatility : genetic programming versus GARCH and RiskMetrics
Christopher J. Neely and Paul A. Weller
| Year of publication: |
2002
|
|---|---|
| Authors: | Neely, Christopher J. ; Weller, Paul A. |
| Published in: |
Review / Federal Reserve Bank of St. Louis. - St. Louis, Mo. : [Verlag nicht ermittelbar], ISSN 0014-9187, ZDB-ID 281571-0. - Vol. 84.2002, 3, p. 43-54
|
| Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Prognoseverfahren | Forecasting model | US-Dollar | US dollar | Deutschland | Germany | Japan | 1975-1999 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Review // Federal Reserve Bank of St. Louis |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001747401