Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data.

Hassani, Hossein; Yeganegi, Mohammad Reza; Cuñado, Juncal; Gupta, Rangan.

Afiliação

Hassani H; Research institute for energy management and planning (RIEMP), University of Tehran, Tehran, Iran.
Yeganegi MR; Department of Accounting, Islamic Azad University Central Tehran Branch, Tehran, Iran.
Cuñado J; University of Navarra, School of Economics, Pamplona, Spain.
Gupta R; Department of Economics, University of Pretoria, Pretoria, South Africa.

J Appl Stat ; 47(6): 1128-1143, 2020.

Article em En | MEDLINE | ID: mdl-35706913