Google Internet search activity and volatility prediction in the market for foreign currency

Finance Research Letters

Volumn 9, Issue 2, 2012, Pages 103-110

  Smith, Geoffrey Peter ^a  

^a ARIZONA STATE UNIVERSITY   (United States)

Author keywords

ARCH (GARCH); Foreign currency; Foreign exchange; Google insights for Search; Mixture of distributions hypothesis (MDH)

Indexed keywords

EID: 84861528334     PISSN: 15446123     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.frl.2012.03.003     Document Type: Article

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