Modelling exchange rate volatility using GARCH models : empirical evidence from Arab countries
Year of publication: |
2012
|
---|---|
Authors: | Abdalla, Suliman Zakaria Suliman |
Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 4.2012, 3, p. 216-229
|
Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | ARCH-Modell | ARCH model | Arabische Staaten | Arab countries |
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