An Outlier Robust GARCH Model and Forecasting Volatility of Exchange Rate Returns.
- Published in:
- Journal of Forecasting, 2002, v. 21, n. 5, p. 381, doi. 10.1002/for.827
- By:
- Publication type:
- Article
Works matching IS 02776693 AND DT 2002 AND VI 21 AND IP 5
Results: 4
1
2
Can Cointegration-based Forecasting Outperform Univariate Models? An Application to Asian Exchange Rates.
- Published in:
- Journal of Forecasting, 2002, v. 21, n. 5, p. 355, doi. 10.1002/for.824
- By:
- Publication type:
- Article
3
Forecasting and Trading Currency Volatility: An Application of Recurrent Neural Regression and Model Combination.
- Published in:
- Journal of Forecasting, 2002, v. 21, n. 5, p. 317, doi. 10.1002/for.833
- By:
- Publication type:
- Article
4
Conditional Predictability of Daily Exchange Rates.
- Published in:
- Journal of Forecasting, 2002, v. 21, n. 5, p. 301, doi. 10.1002/for.834
- By:
- Publication type:
- Article