Work

General-to-specific modelling of exchange rate volatility: A forecast evaluation

Year: 2010

Type: article

Source: International Journal of Forecasting

DOI: 10.1016/j.ijforecast.2010.07.001

Authors: Luc Bauwens, Genaro Sucarrat

Institutions: UCLouvain, KU Leuven

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2015442426

FWCI: 4.457

Cites: 87

Cited by: 26

Related to: 10