Incorporating the RMB internationalization effect into its exchange rate volatility forecasting

Author:

Ding Shusheng,Cui Tianxiang,Zhang Yongmin

Funder

Ningbo University

Ningbo and Chinese Academy of Social Science

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference34 articles.

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5. Exploiting the errors: A simple approach for improved volatility forecasting;Bollerslev;Journal of Econometrics,2016

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