Forecasting exchange rate volatility.
From MaRDI portal
Publication:1603860
DOI10.1016/S0165-1765(02)00036-8zbMath1100.91524OpenAlexW2094808838MaRDI QIDQ1603860
Publication date: 15 July 2002
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1765(02)00036-8
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Cites Work
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- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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