文章基本信息
- 标题：Predicting Exchange Rate Volatility: Genetic Programming Versus GARCH and RiskMetricsTM
- 本地全文：下载
- 作者：Christopher J. Neely ; Paul A. Weller
- 期刊名称：Federal Reserve Bank of St. Louis Review
- 印刷版ISSN：0014-9187
- 出版年度：2002
- 卷号：84
- 期号：3
- 出版社：Federal Reserve Bank of St. Louis
- 关键词：Exchange Rate Volatility;Genetic Programming;
