The asymmetric effect in the volatility of the South African rand
Year of publication: |
June 2017
|
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Authors: | Itodo, Idoko Ahmed ; Usman, Ojonugwa ; Abu, Michael Maju |
Published in: |
Academic journal of economic studies. - Bucharest : Editura Universitară, ISSN 2457-5836, ZDB-ID 2822728-1. - Vol. 3.2017, 3, p. 47-53
|
Subject: | South African Rand | exchange rate | volatility | asymmetric effect | EGARCH-M (1,1) | Volatilität | Volatility | Südafrika | South Africa | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model |
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