Pages that link to "Item:Q1603860"
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The following pages link to Forecasting exchange rate volatility. (Q1603860):
Displaying 6 items.
- Evaluating volatility forecasts in option pricing in the context of a simulated options market (Q957226) (← links)
- Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching (Q1017067) (← links)
- Comparative forecasting performance of symmetric and asymmetric conditional volatility models of an exchange rate (Q1927469) (← links)
- Dynamic factor long memory volatility (Q4555133) (← links)
- A continuous time Bayesian network classifier for intraday FX prediction (Q5247924) (← links)
- Relative forecasting performance of volatility models: Monte Carlo evidence (Q5397468) (← links)