Modelling volatility of the exchange rate of the Naira to major currencies
Year of publication: |
December 2016
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Authors: | David, Reuben O. ; Dikko, Hussaini G. ; Gulumbe, Shehu U. |
Published in: |
CBN journal of applied statistics. - Abuja : Central Bank of Nigeria, ISSN 2476-8472, ZDB-ID 2854997-1. - Vol. 7.2016, 2, p. 1-29
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Subject: | Exchange Rate | Volatility | Leverage Effects | Exogenous Variables | Persistence | Heteroscedasticity | Volatilität | Wechselkurs | Exchange rate | Theorie | Theory | ARCH-Modell | ARCH model | Schätzung | Estimation | Heteroskedastizität | US-Dollar | US dollar |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | hdl:10419/191693 [Handle] |
Classification: | C52 - Model Evaluation and Testing ; C87 - Econometric Software ; E44 - Financial Markets and the Macroeconomy ; E58 - Central Banks and Their Policies ; F31 - Foreign Exchange |
Source: | ECONIS - Online Catalogue of the ZBW |
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