Comparative forecasting performance of symmetric and asymmetric conditional volatility models of an exchange rate
Year of publication: |
2004
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Authors: | Balaban, Ercan |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 83.2004, 1, p. 99-105
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Subject: | Volatilität | Volatility | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Vergleich | Comparison | Schätzung | Estimation | ARCH-Modell | ARCH model | US-Dollar | US dollar | Deutsche Mark | Theorie | Theory | 1974-1997 |
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