Dash, Gordon H.; Kajiji, Nina - In: The African Finance Journal 5 (2003) 1, pp. 1-15
The purpose of this paper is to model the nonparametric realized volatility of the U.S. based futures contract for dollar exchange with the South African Rand (ZAR). We find that the Kajiji-4 Bayesian regularization radial basis function neural network confirms the hypothesis that bilateral...
