Modelling exchange rates volatility and the global shocks in South Africa
Year of publication: |
2017
|
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Authors: | Kutu, Adebayo Augustine ; Ngalawa, Harold |
Published in: |
Acta Universitatis Danubius / Oeconomica. - Galati : Ed. Universitaria Danubius, ISSN 2065-0175, ZDB-ID 2543389-1. - Vol. 13.2017, 3, p. 177-192
|
Subject: | Modelling | Exchange Rate Volatility | GARCH | EGARCH Models | Volatilität | Volatility | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Südafrika | South Africa | Schock | Shock |
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