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Applied Economics Letters Volume 31, 2024 - Issue 8
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Research Article

Forecasting RMB exchange rate volatility: do time-varying higher moments and time-varying risk aversion help?

Xinyu Wua School of Finance, Anhui University of Finance and Economics, Bengbu, ChinaView further author information
,
Xueting Meia School of Finance, Anhui University of Finance and Economics, Bengbu, ChinaView further author information
&
Li Liub School of Economics, Anhui University of Finance and Economics, Bengbu, ChinaCorrespondence[email protected]
View further author information
Pages 757-767 | Published online: 14 Nov 2022

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