No Cover Image

Journal article 239 views

Daily FX Volatility Forecasts: Can the GARCH(1,1) Model be Beaten using High-Frequency Data?

David G Mcmillan, Alan Speight

Journal of Forecasting, Volume: 31, Issue: 4, Pages: 330 - 343

Swansea University Author: Alan Speight

Full text not available from this repository: check for access using links below.

Check full text

DOI (Published version): 10.1002/for.1222

Published in: Journal of Forecasting
ISSN: 0277-6693
Published: Wiley 2012
Online Access: Check full text

Tags: Add Tag
No Tags, Be the first to tag this record!
College: Faculty of Humanities and Social Sciences
Issue: 4
Start Page: 330
End Page: 343