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 :
بازگشت