Forecasting exchange rate volatility using conditional variance models selected by information criteria (Q1274416)
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scientific article; zbMATH DE number 1238393
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting exchange rate volatility using conditional variance models selected by information criteria |
scientific article; zbMATH DE number 1238393 |
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Forecasting exchange rate volatility using conditional variance models selected by information criteria (English)
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12 January 1999
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forecasting
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GARCH
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exchange rates
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volatility
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information criteria
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0.91286916
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0.8999645
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