Explaining Exchange Rate Volatility with a Genetic Algorithm
| Autor(en): | Lawrenz, Claudia Westerhoff, Frank |
Stichwörter: | Economics; Volatility (finance); Stochastic volatility; Econometrics; Implied volatility; Exchange rate | Erscheinungsdatum: | 2000 | Herausgeber: | Society for Computational Economics | Enthalten in: | Computing in Economics and Finance | Externe URL: | http://fmwww.bc.edu/cef00/papers/paper325.pdf |
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