Volatility forecasting of exchange rate by quantile regression

International Review of Economics and Finance

Volumn 20, Issue 4, 2011, Pages 591-606

  Huang, Alex YiHou ^a   Peng, Sheng Pen ^b   Li, Fangjhy ^b   Ke, Ching Jie ^a  

^a YUAN ZE UNIVERSITY   (Taiwan)

^b HSING KUO UNIVERSITY OF MANAGEMENT   (Taiwan)

Author keywords

Exchange rate; Quantile regression; Volatility

Indexed keywords

EID: 79957573166     PISSN: 10590560     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.iref.2011.01.005     Document Type: Article

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