Forecasting Exchange Rate Realized Volatility; An Amalgamation Approach
Year of publication: |
[2022]
|
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Authors: | Souropanis, Ioannis ; Panopoulou, Ekaterini ; Alexandridis, Antonis |
Publisher: |
[S.l.] : SSRN |
Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Theorie | Theory |
Extent: | 1 Online-Ressource (23 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 20, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4062095 [DOI] |
Classification: | F31 - Foreign Exchange ; C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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