Pages that link to "Item:Q1274416"
From MaRDI portal
The following pages link to Forecasting exchange rate volatility using conditional variance models selected by information criteria (Q1274416):
Displaying 9 items.
- Hierarchical forecasting based on AR-GARCH model in a coherent structure (Q852971) (← links)
- Mean and volatility dynamics of indian rupee/US dollar exchange rate series: an empirical investigation (Q878216) (← links)
- A general framework for predicting returns from multiple currency investments (Q1128948) (← links)
- Forecasting exchange rate volatility. (Q1603860) (← links)
- Comparative forecasting performance of symmetric and asymmetric conditional volatility models of an exchange rate (Q1927469) (← links)
- GARCH model selection criteria (Q4647269) (← links)
- A comparison of alternative techniques for selecting an optimum ARCH model (Q5457923) (← links)
- Predictability and model selection in the context of ARCH models (Q5467274) (← links)
- On GARCH models and applications: foreign exchange rate volatility and a price index (Q6549388) (← links)
