Forecasting exchange rate volatility: GARCH models versus implied volatility forecasts
Crossref DOI link: https://doi.org/10.1007/s10368-014-0289-4
Published Online: 2014-05-09
Published Print: 2015-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Pilbeam, Keith
Langeland, Kjell Noralf
Text and Data Mining valid from 2014-05-09