Predicting Exchange Rate Volatility: Genetic Programming Versus GARCH and RiskMetrics(TM)

Journal article

Open access

Christopher J. Neely and Paul A. Weller

Review / Federal Reserve Bank of St Louis, Vol.84(3), pp.43-54

2002

DOI: 10.20955/r.84.43-54

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Title: Subtitle: Predicting Exchange Rate Volatility: Genetic Programming Versus GARCH and RiskMetrics(TM)
Creators: Christopher J. Neely
Paul A. Weller
Resource Type: Journal article
Publication Details: Review / Federal Reserve Bank of St Louis, Vol.84(3), pp.43-54
DOI: 10.20955/r.84.43-54
ISSN: 0014-9187
Language: English
Date published: 2002
Academic Unit: Finance
Record Identifier: 9984963439502771

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