Volatility forecasts for the Mexican peso - U.S. dollar exchange rate : an empirical analysis of garch, option implied and composite forecast models
Guillermo Benavides
| Year of publication: |
Apr. 2006
|
|---|---|
| Other Persons: | Benavides, Guillermo (contributor) |
| Publisher: |
México |
| Subject: | Wechselkurs | Exchange rate | US-Dollar | US dollar | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Mexiko | Mexico |
| Extent: | Online-Ressource, 39 S., Text graph. Darst. |
|---|---|
| Series: | Working papers. - México, DF : [Verlag nicht ermittelbar], ZDB-ID 2157883-7. - Vol. 2006,4 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Zsfassung in span. Sprache Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003317351