General to Specific Modelling of Exchange Rate Volatility : a Forecast Evaluation
Year of publication: |
2006-02-01
|
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Authors: | Luc, BAUWENS ; Genaro, SUCARRAT |
Institutions: | Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain |
Subject: | Exchange Rate Volatility | General to Specific | Forecasting |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series UNIVERSITE CATHOLIQUE DE LOUVAIN, Institut de Sciences Economiques Number 2006013 3 pages long |
Classification: | C53 - Forecasting and Other Model Applications ; F31 - Foreign Exchange |
Source: |
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General to specific modelling of exchange rate volatility : a forecast evaluation
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