| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5062109 | Economics Letters | 2008 | 9 Pages |
Abstract
The model-free test procedure used in this paper suggests that exchange rate volatility is hard to predict more than 1Â month ahead with time series methods. Moreover, predictability declines rather quickly with horizon.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Burkhard Raunig,