Enhancing exchange rate volatility prediction accuracy : assessing the influence of different indices on the USD/CNY exchange rate
Tao Luo, Lixia Zhang, Huaping Sun, Jiancheng Bai
| Year of publication: |
2023
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|---|---|
| Authors: | Luo, Tao ; Zhang, Lixia ; Sun, Huaping ; Bai, Jiancheng |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 2, p. 1-9
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| Subject: | Uncertainty | USD/CNY exchange rate | Volatility prediction | Volatilität | Volatility | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Theorie | Theory | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104483 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014631289