Showing 1 - 7 of 7
The paper presents the results of applying an indicator of local (daily) volatility, based on the literature on forecasting in nonlinear systems to six EMS currencies, using data for the period January 1974-April 1995.
Persistent link: https://www.econbiz.de/10009202832
Persistent link: https://www.econbiz.de/10005296793
Persistent link: https://www.econbiz.de/10005171104
Persistent link: https://www.econbiz.de/10005143809
Persistent link: https://www.econbiz.de/10007041243
Persistent link: https://www.econbiz.de/10006686066
Persistent link: https://www.econbiz.de/10007672470