Empirical regularities of financial market volatility and good modelling process : developing countries' exchange rate markets perspective
Year of publication: |
December 2015
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Authors: | Osei-Assibey, Kwame |
Published in: |
International economic journal. - Abingdon : Routledge, ISSN 1016-8737, ZDB-ID 902866-3. - Vol. 29.2015, 4, p. 547-570
|
Subject: | Exchange rate | Sub-Saharan Africa | volatility | ARCH | EWMA | Volatilität | Volatility | Wechselkurs | Entwicklungsländer | Developing countries | Finanzmarkt | Financial market | ARCH-Modell | ARCH model | Subsahara-Afrika | Devisenmarkt | Foreign exchange market |
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