Open AccessA Utility Based Comparison of Some Models of Exchange Rate Volatility
Author(s) -
Kenneth D. West,
Hali J. Edison,
Dongchul Cho
Publication year - 1993
Publication title -
international finance discussion papers
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.1993.441
Subject(s) - autoregressive conditional heteroskedasticity , econometrics , exchange rate , mathematics , conditional variance , volatility (finance) , statistics , mean squared error , autoregressive model , variance (accounting) , nonparametric statistics , heteroscedasticity , economics , finance , accounting