The Predictive Ability of Several Models of Exchange Rate Volatility
Year of publication: |
1994-01
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Authors: | West, Kenneth D. ; Cho, Dongchul |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP IFM published as Journal of Econometrics, vol. 69, (1995), pp. 367-391. Number 0152 |
Classification: | C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications |
Source: |
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