Co-movements in volatility of dependency between US dollar and euro : analysing by conditional heteroscedasticity models
Year of publication: |
2019
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Authors: | Jamel, Lamia ; Mansour, Sihem |
Published in: |
International journal of management & enterprise development : IJMED. - Olney, Bucks. : Inderscience, ISSN 1468-4330, ZDB-ID 2141643-6. - Vol. 18.2019, 1/2, p. 1-19
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Subject: | US dollar | euro | volatility | exchange rate | conditional heteroscedasticity models | Volatilität | Volatility | Wechselkurs | Exchange rate | US-Dollar | ARCH-Modell | ARCH model | Euro | Heteroskedastizität | Heteroscedasticity | Währungssubstitution | Currency substitution | EU-Staaten | EU countries | Eurozone | Euro area | Zeitreihenanalyse | Time series analysis |
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