Optimal modelling frequency for foreign exchange volatility forecasting
Year of publication: |
2009
|
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Authors: | Hooper, Vincent J. ; Reeves, Jonathan J. ; Xie, Xuan |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 19.2009, 13/15, p. 1159-1162
|
Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Zeit | Time |
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