مرکز منطقه ای اطلاع رساني علوم و فناوري - Forecasting daily exchange rate volatility using intraday returns

Title of article :

Forecasting daily exchange rate volatility using intraday returns

Author/Authors :

Martin Martens، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2001

Pages :

From page :

To page :

Keywords :

Foreign exchange rates , Forecasting volatility , GARCH , Value-at-Risk

Journal title :

Journal of International Money and Finance

Serial Year :

2001

Journal title :

Journal of International Money and Finance

Record number :

191270

Link To Document :