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
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data |
scientific article; zbMATH DE number 7481459 |
Statements
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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0.7826008796691895
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0.746456503868103
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0.7422611713409424
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0.7334609627723694
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0.7149763107299805
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