General-to-specific modelling of exchange rate volatility: a forecast evaluation

Luc Bauwens and Genaro Sucarrat

No 2234, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2010-01-01
Note: In : International Journal of Forecasting, 26(4), 885-907, 2010
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Related works:
Journal Article: General-to-specific modelling of exchange rate volatility: A forecast evaluation (2010)
Working Paper: General to specific modelling of exchange rate volatility: a forecast evaluation (2008)
Working Paper: General to specific modelling of exchange rate volatility: a forecast evaluation (2006)
Working Paper: General to Specific Modelling of Exchange Rate Volatility: a Forecast Evaluation (2006)
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