Estimating high-frequency foreign exchange rate volatility with nonparametric ARCH models (Q1299545)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimating high-frequency foreign exchange rate volatility with nonparametric ARCH models |
scientific article |
Statements
Estimating high-frequency foreign exchange rate volatility with nonparametric ARCH models (English)
0 references
14 June 2000
0 references
ARCH
0 references
conditional variances
0 references
EGARCH
0 references
volatility
0 references
0 references
0 references
0 references
0 references