Volatility forecasting of exchange rate by quantile regression
Alex YiHou Huang; Sheng-Pen Peng; Fangjhy Li; Ching-Jie Ke
| Year of publication: |
2011
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|---|---|
| Authors: | Huang, Alex ; Peng, Sheng-pen ; Li, Fangjhy ; Ke, Ching-jie |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 20.2011, 4, p. 591-606
|
| Subject: | Exchange rate | Volatility | Quantile regression | Volatilität | Wechselkurs | Regressionsanalyse | Regression analysis | Theorie | Theory | Prognoseverfahren | Forecasting model | Schätzung | Estimation | ARCH-Modell | ARCH model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009303959