Modeling exchange rate dynamics in Egypt : observed and unobserved volatility
Dina Rofael; Rana Hosni
Year of publication: |
2015
|
---|---|
Authors: | Rofael, Dina ; Hosni, Rana |
Published in: |
Modern economy. - Irvine, Calif. : Scientific Research Publishing, ISSN 2152-7245, ZDB-ID 2598760-4. - Vol. 6.2015, 1, p. 65-80
|
Subject: | Exchange Rate Volatility | GARCH Models | State Space Model | Stochastic Volatility Models | Time-Varying Parameter | Egypt | Ägypten | Volatilität | Volatility | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Zustandsraummodell | State space model | Theorie | Theory | Schätzung | Estimation |
Saved in:
Saved in favorites
Similar items by subject
-
Gagliardini, Patrick, (2017)
-
Ojeda Cunya, Junior Alex, (2016)
-
Gagliardini, Patrick, (2016)
- More ...
Similar items by person