Predicting exchange rate volatility : genetic programming vs. GARCH and RiskMetrics

Christopher J. Neely and Paul A. Weller

Year of publication:	Sep. 2001 ; [Elektronische Ressource], rev
Other Persons:	Neely, Christopher J. (contributor) ; Weller, Paul A. (contributor)
Institutions:	Federal Reserve Bank of St. Louis (contributor)
Publisher:	St. Louis, MO, : Federal Reserve Bank of St. Louis
Subject:	Wechselkurs \| Exchange rate \| Volatilität \| Volatility \| Prognoseverfahren \| Forecasting model \| US-Dollar \| US dollar \| Deutschland \| Germany \| Japan \| 1975-1999

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