Forecasting realized exchange rate volatility by decomposition

International Journal of Forecasting

Volumn 23, Issue 2, 2007, Pages 307-320

  Lanne, Markku ^a  

^a UNIVERSITY OF HELSINKI   (Finland)

Author keywords

Aggregation; Exchange rates; Jumps; Mixture of distributions; Realized volatility

Indexed keywords

EID: 34249279789     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2007.02.001     Document Type: Article

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