Forecasting exchange rate volatility: GARCH models versus implied volatility forecasts
- 期刊名称International Economics and Economic Policy
- 作者Pilbeam, Keith; Langeland, Kjell Noralf
- 卷第12卷
- 期第1期
- 印刷ISSN1612-4804
- 电子ISSN1612-4812
- 文件大小483.36KB
- 发表时间2015-3
- DOI10.1007/s10368-014-0289-4
- 页码127-142
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