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Modeling and forecasting the realized volatility of the eur-dollar exchange rate

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Modeling and forecasting the realized volatility of the eur-dollar exchange rate

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Valle Pérez, BDPD. (2008). Modeling and forecasting the realized volatility of the eur-dollar exchange rate. http://hdl.handle.net/10251/34603.

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Title: Modeling and forecasting the realized volatility of the eur-dollar exchange rate
Author: Valle Pérez, Begoña del Pilar del
Director(s): Conrad, Christian
UPV Unit: Universitat Politècnica de València. Escuela Técnica Superior de Ingenieros Industriales - Escola Tècnica Superior d'Enginyers Industrials
Read date / Event date:
2008-03
Issued date:
Abstract:
Consulta en la Biblioteca ETSI Industriales (7805)


[eng] The volatility has become an economic phenomenon studied intensively in recent years for its great importance in decision-making in business, finance or economic policy. The dynamics of the time-varying volatility ...[+]
Subjects: Consulta en la Biblioteca ETSI Industriales , Modelos , Predicción estadística
Copyrigths: Cerrado
Publisher:
Universitat Politècnica de València
degree: Ingeniero Industrial-Enginyer Industrial
Type: Proyecto/Trabajo fin de carrera/grado

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