Comparative forecasting performance of symmetric and asymmetric conditional volatility models of an exchange rate

Publication Data

• Title Comparative forecasting performance of symmetric and asymmetric conditional volatility models of an exchange rate
• Author Ercan Balaban
• Contributor
• Publisher University of Edinburgh, Centre for Financial Markets Research, School of Management
• Publication date 2002
• Publication location Edinburgh
• Language English

Topics

• Foreign exchange rates :: Forecasting :: Mathematical models

Comparative forecasting performance of symmetric and asymmetric conditional volatility models of an exchange rate by Ercan Balaban. ISBN 1902850645. Published by University of Edinburgh, Centre for Financial Markets Research, School of Management in 2002. Publication and catalogue information, links to buy online and reader comments.