Modelling volatility of the BDT/USD exchange rate with GARCH model
Md. Zahangir Alam & Md. Azizur Rahman
| Year of publication: |
2012
|
|---|---|
| Authors: | Alam, Md. Zahangir ; Rahman, Md. Azizur |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 4.2012, 11, p. 193-204
|
| Subject: | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Volatilität | Volatility | Theorie | Theory |
| Description of contents: |
-- Exchange rate, GARCH ; EGARCH ; TARCH ; PARCH ; volatility
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009673036