Forecasting exchange rate volatility using conditional variance models selected by information criteria

✍ Scribed by Chris Brooks; Simon P Burke

• Book ID: 117333345
• Publisher: Elsevier Science
• Year: 1998
• Tongue: English
• Weight: 41 KB
• Volume: 61
• Category: Article
• ISSN: 0165-1765
• DOI: 10.1016/s0165-1765(98)00178-5