Predicting exchange rate volatility: genetic programming versus GARCH and RiskMetrics
Year of publication: |
2002
|
---|---|
Authors: | Neely, Christopher J. ; Weller, Paul A. |
Published in: |
Review. - Federal Reserve Bank of St. Louis. - 2002, May, v. 84, no. 3, p. 43-54
|
Publisher: |
Federal Reserve Bank of St. Louis |
Subject: | Foreign exchange rates | Forecasting | Programming (Mathematics) |
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