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General-to-specific modelling of exchange rate volatility: a forecast evaluation
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Document type | Article de périodique (Journal article) – Article de recherche |
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Access type | Accès interdit |
Publication date | 2010 |
Language | Anglais |
Journal information | "International Journal of Forecasting" - Vol. 26, no. 4, p. 885-907 (Octobre 2010) |
Peer reviewed | yes |
Publisher | Elsevier BV |
issn | 0169-2070 |
Publication status | Publié |
Affiliations |
UCL
- EUEN/CORE - Center for operations research and econometrics Norwegian School of Management - Department of Economics UCL - SSH/IMAQ - Institut multidisciplinaire pour la modélisation et l'analyse quantitative |
Keywords | Exchange rate volatility ; General-to-specific ; Forecasting |
Links |
Bibliographic reference | Bauwens, Luc ; Sucarrat, Genaro. General-to-specific modelling of exchange rate volatility: a forecast evaluation. In: International Journal of Forecasting, Vol. 26, no. 4, p. 885-907 (Octobre 2010) |
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Permanent URL | http://hdl.handle.net/2078.1/33454 |