Forecasting exchange rate volatility : a multiple horizon comparison using historical, realized and implied volatility measures
Year of publication: |
2009
|
---|---|
Authors: | Siu, David T. L. ; Okunev, John |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 28.2009, 6, p. 465-486
|
Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Prognoseverfahren | Forecasting model |
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