Episodic non-linear behaviour of bilateral Malaysian Ringgit-US Dollar spot rate
Year of publication: |
2014
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Authors: | Lim, Kian-Ping ; Azali, Mohamed |
Published in: |
Journal of world economic review. - New Delhi : Serials Publ., ISSN 0973-4368, ZDB-ID 2467379-1. - Vol. 9.2014, 1, p. 25-48
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Subject: | Non-linearity | Data generating process | Hinich bispectrum test | Bicorrelation | GARCH | Malaysian foreign exchange market | Malaysia | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Devisenmarkt | Foreign exchange market |
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