Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data (Q5037041): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Created claim: Wikidata QID (P12): Q127228456, #quickstatements; #temporary_batch_1722280142910 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q127228456 / rank | |||
Normal rank | |||
Latest revision as of 20:19, 29 July 2024
scientific article; zbMATH DE number 7481459
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data |
scientific article; zbMATH DE number 7481459 |
Statements
Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data (English)
0 references
25 February 2022
0 references
interest rates
0 references
volatility
0 references
GARCH models
0 references
forecasting
0 references
error distributions
0 references
0 references
