Forecasting Exchange Rate Volatility
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Language: en
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Type: BOOK - Published: 2017 - Publisher:
Research limitations -- A limitation that could have biased the results is that the return of EUR/USD, JPY/USD, GBP/USD and CHF/USD exchange rates was calculate
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Pages: 18
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Type: BOOK - Published: 1991 - Publisher:
Language: en
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Type: BOOK - Published: 2018-04-13 - Publisher: Transnational Press London
This book is a contribution to the knowledge concerning the volatility and forecasting of exchange rates in the emerging markets. It focuses on the exchange rat
Language: en
Pages:
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Type: BOOK - Published: 2016 - Publisher:
This paper proposes an enhanced approach to modeling and forecasting volatility using high frequency data. Using a forecasting model based on Realized GARCH wit