Forecasting exchange rate volatility: GARCH models versus...

International Economics and Economic Policy 2015 / 3 Vol. 12; Iss. 1

Forecasting exchange rate volatility: GARCH models versus implied volatility forecasts

Pilbeam, Keith, Langeland, Kjell Noralf
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Volume:
12
Language:
english
Journal:
International Economics and Economic Policy
DOI:
10.1007/s10368-014-0289-4
Date:
March, 2015
File:
PDF, 483 KB
english, 2015
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