Comparative forecasting performance of symmetric and asymmetric conditional volatility models of an exchange rate (Q1927469)
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scientific article; zbMATH DE number 6120252
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| English | Comparative forecasting performance of symmetric and asymmetric conditional volatility models of an exchange rate |
scientific article; zbMATH DE number 6120252 |
Statements
Comparative forecasting performance of symmetric and asymmetric conditional volatility models of an exchange rate (English)
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1 January 2013
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heteroscedasticity
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symmetric/asymmetric volatility clustering
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forecasting
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exchange rates
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forecast evaluation
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0.8072272539138794
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0.7918615937232971
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0.7681984305381775
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0.7566142082214355
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