Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data (Q5037041)

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scientific article; zbMATH DE number 7481459
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Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data
scientific article; zbMATH DE number 7481459

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    Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data (English)
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    25 February 2022
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    interest rates
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    volatility
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    GARCH models
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    forecasting
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    error distributions
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