Predicting Exchange Rate Volatility: Genetic Programming Versus GARCH and RiskMetrics," The Federal Reserve Bank of St (2002)
| Venue: | Louis |
| Citations: | 8 - 0 self |
BibTeX
@ARTICLE{Neely02predictingexchange,
author = {Christopher J. Neely and Christopher J. Neely and Paul A. Weller and Paul A. Weller},
title = {Predicting Exchange Rate Volatility: Genetic Programming Versus GARCH and RiskMetrics," The Federal Reserve Bank of St},
journal = {Louis},
year = {2002},
volume = {84},
pages = {43--54}
}
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Abstract
The views expressed are those of the individual authors and do not necessarily reflect official positions of the Federal Reserve Bank of St. Louis, the Federal Reserve System, or the Board of Governors. Federal Reserve Bank of St. Louis Working Papers are preliminary materials circulated to stimulate discussion and critical comment. References in publications to Federal Reserve Bank of St. Louis Working Papers (other than an acknowledgment that the writer has had access to unpublished material) should be cleared with the author or authors. Photo courtesy of The Gateway Arch, St. Louis, MO. www.gatewayarch.com
