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Forecasting exchange rate volatility using conditional variance models selected by information criteria

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References

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Cited by

2017Modeling and forecasting exchange rate volatility in Bangladesh using GARCH models: a comparison based on normal and Student’s t-error distribution40 cited
2015Forecasting stock index volatility with GARCH models: international evidence32 cited
2003GARCH model selection criteria29 cited
2007Modeling Time Varying Volatility and Asymmetry of Karachi Stock Exchange (KSE)25 cited
2002Forecasting Stock Market Volatility: Evidence from Fourteen Countries24 cited

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