Macroeconomic determinants of volatility for the gold price in Ethiopia : the application of GARCH and EWMA volatility models
Year of publication: |
April 2017
|
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Authors: | Ayele, Amare Wubishet ; Gabreyohannes, Emmanuel ; Tesfay, Yohannes Yebabe |
Published in: |
Global business review. - New Delhi [u.a.] : Sage, ISSN 0972-1509, ZDB-ID 2004354-5. - Vol. 18.2017, 2, p. 308-326
|
Subject: | Ethiopia | EWMA and GARCH models | gold and volatility | Volatilität | Volatility | Äthiopien | ARCH-Modell | ARCH model | Gold | Zeitreihenanalyse | Time series analysis |
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