Chen, Shiyi; Jeong, Kiho; Härdle, Wolfgang - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2008
to forecast financial markets volatility. The real data in this study uses British Pound-US Dollar (GBP) daily exchange … rates from July 2, 2003 to June 30, 2005 and New York Stock Exchange (NYSE) daily composite index from July 3, 2003 to June …