๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

General-to-specific modelling of exchange rate volatility: A forecast evaluation

โœ Scribed by Luc Bauwens; Genaro Sucarrat


Book ID
113648155
Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
832 KB
Volume
26
Category
Article
ISSN
0169-2070

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


An outlier robust GARCH model and foreca
โœ Beum-Jo Park ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 143 KB ๐Ÿ‘ 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

A cyclical model of exchange rate volati
โœ Richard D.F. Harris; Evarist Stoja; Fatih Yilmaz ๐Ÿ“‚ Article ๐Ÿ“… 2011 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 840 KB