Forecasting currency volatility : a comparison of implied volatilities and AR(FI)MA models
Shiuyan Pong ...
| Year of publication: |
2004
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|---|---|
| Authors: | Pong, Shiuyan ; Shackleton, Mark B. ; Taylor, Stephen ; Xu, Xinzhong |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 28.2004, 10, p. 2541-2563
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| Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Theorie | Theory | ARMA-Modell | ARMA 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/10002233147