Title of article
Forecasting realized exchange rate volatility by decomposition
Author/Authors
MarkkuLanne، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
14
From page
307
To page
320
Keywords
Realized volatility , aggregation , Mixture of distributions , Jumps , Exchange rates
Journal title
International Journal of Forecasting
Serial Year
2007
Journal title
International Journal of Forecasting
Record number
179274
Link To Document