Modeling exchange rate return volatility of RMB/USD using GARCH family models
Year of publication: |
2019
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Authors: | Adi, Agya Atabani |
Published in: |
Journal of Chinese economic and business studies. - London : Routledge, Taylor and Francis Group, ISSN 1476-5292, ZDB-ID 2103197-6. - Vol. 17.2019, 2, p. 169-187
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Subject: | asymmetry | Exchange rate volatility | GARCH models | leverage effect | Volatilität | Volatility | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Theorie | Theory | Schätzung | Estimation | Kapitaleinkommen | Capital income |
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