Sign in

The Comparison between IABC with EGARCH in Foreign Exchange Rate Forecasting.

Jui-Fang ChangPei-Wei TsaiJung-Fang ChenChun-Tsung Hsiao
Published in: ECC (2) (2014)
Keyphrases
  • exchange rate
  • foreign exchange
  • financial time series
  • stock price
  • long run
  • currency exchange
  • risk aversion
  • minimum variance
  • economic growth