"Modeling and forecasting exchange rate volatility in time-frequency domain."

Jozef Baruník, Tomas Krehlik, Lukás Vácha (2016)

Details and statistics

DOI: 10.1016/J.EJOR.2015.12.010

access: closed

type: Journal Article

metadata version: 2020-02-21

a service of  Schloss Dagstuhl - Leibniz Center for Informatics