Work

Forecasting exchange rate volatility using conditional variance models selected by information criteria

Year: 1998

Type: article

Source: Economics Letters

DOI: 10.1016/s0165-1765(98)00178-5

Authors: Chris Brooks, Simon P Burke

Institution: University of Reading

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2048464762

FWCI: 0.737

Cites: 11

Cited by: 43

Related to: 10