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

International Journal of Forecasting

Volumn 26, Issue 4, 2010, Pages 885-907

  Bauwens, Luc ^a   Sucarrat, Genaro ^b  

^a UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

^b BI NORWEGIAN BUSINESS SCHOOL   (Norway)

Author keywords

Exchange rate volatility; Forecasting; General to specific

Indexed keywords

EID: 77956262934     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2010.07.001     Document Type: Article

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