You are in : Home » Results & submissions » Select UOA » 19 - Business and Management Studies » View submission: University of Stirling » Outputs » Detail

Output details

19 - Business and Management Studies

Output 31 of 137 in the submission

Article title

Daily FX Volatility Forecasts: Can the GARCH(1,1) Model be Beaten using High-Frequency Data?

Type

D - Journal article

DOI

Title of journal

Journal of Financial Forecasting

Article number

Volume number

Issue number

First page of article

330

ISSN of journal

0277-6693

Year of publication

2012

URL

Number of additional authors

Additional information

Interdisciplinary

Cross-referral requested

Research group

1 - BUSINESS AND MANAGEMENT STUDIES

Proposed double-weighted

Double-weighted statement

Reserve for a double-weighted output

Non-English

English abstract