DYNAMIC CONDITIONAL SCORE MODELS: FORECASTING VOLATILITY OF EXCHANGE RATES

Bachelor's

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Bibliographic Details
Main Author: JESSICA TING JIA HUI
Other Authors: ECONOMICS
Format: Theses and Dissertations
Published: 2019
Subjects:
Online Access:https://scholarbank.nus.edu.sg/handle/10635/156374
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-1563742019-07-05T13:12:07Z DYNAMIC CONDITIONAL SCORE MODELS: FORECASTING VOLATILITY OF EXCHANGE RATES JESSICA TING JIA HUI ECONOMICS TSUI KA CHENG, ALBERT Dynamic conditional score recursive volatility forecasting Bachelor's Bachelor of Social Sciences (Honours) 2019-07-05T02:08:30Z 2019-07-05T02:08:30Z 2019-04-08 Thesis JESSICA TING JIA HUI (2019-04-08). DYNAMIC CONDITIONAL SCORE MODELS: FORECASTING VOLATILITY OF EXCHANGE RATES. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/156374
institution National University of Singapore
building NUS Library
country Singapore
collection ScholarBank@NUS
topic Dynamic conditional score
recursive
volatility forecasting
spellingShingle Dynamic conditional score
recursive
volatility forecasting
JESSICA TING JIA HUI
DYNAMIC CONDITIONAL SCORE MODELS: FORECASTING VOLATILITY OF EXCHANGE RATES
description Bachelor's
author2 ECONOMICS
author_facet ECONOMICS
JESSICA TING JIA HUI
format Theses and Dissertations
author JESSICA TING JIA HUI
author_sort JESSICA TING JIA HUI
title DYNAMIC CONDITIONAL SCORE MODELS: FORECASTING VOLATILITY OF EXCHANGE RATES
title_short DYNAMIC CONDITIONAL SCORE MODELS: FORECASTING VOLATILITY OF EXCHANGE RATES
title_full DYNAMIC CONDITIONAL SCORE MODELS: FORECASTING VOLATILITY OF EXCHANGE RATES
title_fullStr DYNAMIC CONDITIONAL SCORE MODELS: FORECASTING VOLATILITY OF EXCHANGE RATES
title_full_unstemmed DYNAMIC CONDITIONAL SCORE MODELS: FORECASTING VOLATILITY OF EXCHANGE RATES
title_sort dynamic conditional score models: forecasting volatility of exchange rates
publishDate 2019
url https://scholarbank.nus.edu.sg/handle/10635/156374
_version_ 1681099595127455744