Forecasting exchange rate volatility using conditional variance models selected by information criteria (Q1274416)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting exchange rate volatility using conditional variance models selected by information criteria |
scientific article |
Statements
Forecasting exchange rate volatility using conditional variance models selected by information criteria (English)
0 references
12 January 1999
0 references
forecasting
0 references
GARCH
0 references
exchange rates
0 references
volatility
0 references
information criteria
0 references
