𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Forecasting exchange rates: A robust regression approach

✍ Scribed by Arie Preminger; Raphael Franck


Book ID
113647885
Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
213 KB
Volume
23
Category
Article
ISSN
0169-2070

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


An outlier robust GARCH model and foreca
✍ Beum-Jo Park πŸ“‚ Article πŸ“… 2002 πŸ› John Wiley and Sons 🌐 English βš– 143 KB πŸ‘ 2 views

## Abstract Since volatility is perceived as an explicit measure of risk, financial economists have long been concerned with accurate measures and forecasts of future volatility and, undoubtedly, the Generalized Autoregressive Conditional Heteroscedasticity (GARCH) model has been widely used for do