Modeling the volatility of exchange rates: GARCH Models
Fahima Charef
Year of publication: |
March 2017
|
---|---|
Authors: | Charef, Fahima |
Published in: |
Academic journal of economic studies. - Bucharest : Editura Universitară, ISSN 2457-5836, ZDB-ID 2822728-1. - Vol. 3.2017, 1, p. 39-47
|
Subject: | Exchange rate | fundamental macroeconomic variables | conditional heteroskedasticity models | Wechselkurs | Volatilität | Volatility | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Schätzung | Estimation | Heteroskedastizität | Heteroscedasticity |
Saved in:
freely available
Saved in favorites
Similar items by subject
-
Hamzaoui, Nessrine, (2016)
-
Score-driven models for realized volatility
Harvey, Andrew C., (2019)
-
Modeling exchange rate volatility : application of the GARCH and EGARCH models
Epaphra, Manamba, (2017)
- More ...
Similar items by person