Power transformation and forecasting the magnitude of exchange rate changes
Year of publication: |
1999
|
---|---|
Authors: | McKenzie, Michael D. |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 15.1999, 1, p. 49-55
|
Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | ARCH-Modell | ARCH model | Australien | Australia |
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