Forecasting daily volatility of foreign exchange markets : a comparison of the ARCH model and a new model using high frequency data
Name
28359441-MIT.pdf
Description
Full printable version
Size
1.94 MB
Format
Adobe PDF
Checksum (MD5)
830de32c7100996a9a8ad07542a0c656
Author(s)
Lai, Ye-Hsing
Advisor(s)
Bin Zhou.
Date Issued
1993
Publisher
Massachusetts Institute of Technology
Description
Thesis (M.S.)--Massachusetts Institute of Technology, Sloan School of Management, 1993.
Title as it appears in the Feb. 1993 MIT Graduate List: Daily volatility estimation of foreign exchange markets.
Includes bibliographical references (leaf 33).
Subjects
Sloan School of Management
MIT Department
Sloan School of Management
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