Effect of interest, moving average, and historical volatility in forecasting exchange prices of major international currencies
Marwan Mohammad Abu Orabi; Abdul Aziz F. AA. Saymeh
| Year of publication: |
2012
|
|---|---|
| Authors: | Marwan Mohammad Abu Orabi ; Saymeh, Abdul Aziz Farid |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 4.2012, 5, p. 246-253
|
| Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Wechselkurs | Exchange rate | Schätzung | Estimation | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009618169