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

Jui-Fang Chang Pei-Wei Tsai Jung-Fang Chen Chun-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