BEGU, Liviu-Stelian; Spataru, Silvia; Marin, Erika - In: Journal of Social and Economic Statistics 1 (2012) 2, pp. 23-39
The volatility of currency exchange rates can be considered as an useful measure of uncertainty about the economic environment of a country.The paper aims to investigate the evolution of the daily RON/EURO exchange rate between January 5th, 2009 and October 12, 2012. Several appropriate models...
