• Title of article

    Forecasting realized exchange rate volatility by decomposition

  • Author/Authors

    MarkkuLanne، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2007
  • Pages
    14
  • From page
    307
  • To page
    320
  • Keywords
    Realized volatility , aggregation , Mixture of distributions , Jumps , Exchange rates
  • Journal title
    International Journal of Forecasting
  • Serial Year
    2007
  • Journal title
    International Journal of Forecasting
  • Record number

    179274