Volatility prediction based on scheduled macroeconomic announcements (Q5256378)
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scientific article; zbMATH DE number 6448753
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility prediction based on scheduled macroeconomic announcements |
scientific article; zbMATH DE number 6448753 |
Statements
Volatility prediction based on scheduled macroeconomic announcements (English)
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22 June 2015
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Bayesian methods
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exchange rates
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GARCH models
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model selection
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nonlinear time series
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nonparametric methods
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population Markov chain Monte Carlo
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reversible jump
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thresholds
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volatility forecasting
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