Work

Forecasting the volatility of currency exchange rates

Year: 1987

Type: article

Source: International Journal of Forecasting

DOI: 10.1016/0169-2070(87)90085-9

Author: Stephen J. Taylor

Institution: Lancaster University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1968932853

FWCI: 4.414

Cites: 14

Cited by: 187

Related to: 10