Modeling and forecasting USD/UGX volatility through GARCH family models : evidence from Gaussian, T and GED distributions
Hatice Erkekoglu, Aweng Peter Majok Garang, Adire Simon Deng
| Year of publication: |
2020
|
|---|---|
| Authors: | Erkekoglu, Hatice ; Garang, Aweng Peter Majok ; Deng, Adire Simon |
| Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 10.2020, 2, p. 268-281
|
| Subject: | Forecasting Volatility | GARCH Family Models | Probability Distribution Density | Forecast Accuracy | Volatilität | Volatility | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | Schätzung | Estimation | Theorie | Theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijefi.9016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012215184