PREDICTION AND VOLATILITY OF BLACK MARKET CURRENCIES: EVIDENCE FROM RENMINBI AND RIAL EXCHANGE RATES (Q3022071)

From MaRDI portal
scientific article
Language Label Description Also known as
English
PREDICTION AND VOLATILITY OF BLACK MARKET CURRENCIES: EVIDENCE FROM RENMINBI AND RIAL EXCHANGE RATES
scientific article

    Statements

    PREDICTION AND VOLATILITY OF BLACK MARKET CURRENCIES: EVIDENCE FROM RENMINBI AND RIAL EXCHANGE RATES (English)
    0 references
    0 references
    0 references
    22 June 2005
    0 references
    0 references
    renminbi/US dollar exchange rate
    0 references
    time-delay embedding
    0 references
    nonlinear prediction
    0 references
    volatility
    0 references