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Interval forecasting of daily exchange rate returns using realised volatility

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Clements, Michael P., Galvão, Ana Beatriz and Kim, Jae H. (2005) Interval forecasting of daily exchange rate returns using realised volatility. In: International Conference on Computational Methods in Sciences and Engineering (ICCMSE 2005), Corinth, GREECE, OCT 21-26, 2005. Published in: Advances in Computational Methods in Sciences and Engineering 2005, Vols 4 A & 4 B, 4A-4B pp. 1285-1288. ISBN 90-6764-443-9. ISSN 1573-4196.

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Item Type: Conference Item (UNSPECIFIED)
Subjects: T Technology > TA Engineering (General). Civil engineering (General)
Q Science > QA Mathematics
Q Science > QC Physics
Divisions: Faculty of Social Sciences > Warwick Business School
Series Name: LECTURE SERIES ON COMPUTER AND COMPUTATIONAL SCIENCES
Journal or Publication Title: Advances in Computational Methods in Sciences and Engineering 2005, Vols 4 A & 4 B
Publisher: VSP BV-C/O BRILL ACAD PUBL
ISBN: 90-6764-443-9
ISSN: 1573-4196
Editor: Simos, T and Maroulis, G
Official Date: 2005
Dates:
DateEvent
2005UNSPECIFIED
Volume: 4A-4B
Number of Pages: 4
Page Range: pp. 1285-1288
Publication Status: Published
Title of Event: International Conference on Computational Methods in Sciences and Engineering (ICCMSE 2005)
Location of Event: Corinth, GREECE
Date(s) of Event: OCT 21-26, 2005

Data sourced from Thomson Reuters' Web of Knowledge

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