The predictive ability of several models of exchange rate volatility

Kenneth West () and Dongchul Cho

Journal of Econometrics, 1995, vol. 69, issue 2, 367-391

Date: 1995
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Citations: View citations in EconPapers (165)

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Related works:
Working Paper: The Predictive Ability of Several Models of Exchange Rate Volatility (1994)
Working Paper: The Predictive Ability of Several Models of Exchange Rate Volatility (1993)
Working Paper: The Predictive Ability of Several Models of Exchange Rate Volatility (1993)
Software Item: WESTCHOTEST: RATS procedure to perform Heteroscedasticity-robust serial correlation test
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:69:y:1995:i:2:p:367-391

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