Modeling and predicting historical volatility in exchange rate markets

标题

作者

关键词

Historical volatility, GARCH family, Exchange rate, Forecasting, Neural networks

出版物

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Volume 471, Issue -, Pages 387-395

出版商

Elsevier BV

发表日期

2016-12-24

DOI

10.1016/j.physa.2016.12.061

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