Hoque, Ariful; Krishnamurti, Chandrasekhar - In: International Journal of Managerial Finance 8 (2012) 4, pp. 365-380
Purpose – The purpose of this paper is to introduce a model to measure foreign exchange (FX) rate volatility accurately. The FX rate volatility forecasting is a crucial endeavour in financial markets and has gained the attention of researchers and practitioners over the last several decades....
