## Abstract Since volatility is perceived as an explicit measure of risk, financial economists have long been concerned with accurate measures and forecasts of future volatility and, undoubtedly, the Generalized Autoregressive Conditional Heteroscedasticity (GARCH) model has been widely used for do
โฆ LIBER โฆ
Robustness and exchange rate volatility
โ Scribed by Djeutem, Edouard; Kasa, Kenneth
- Book ID
- 120421375
- Publisher
- Elsevier Science
- Year
- 2013
- Tongue
- English
- Weight
- 324 KB
- Volume
- 91
- Category
- Article
- ISSN
- 0022-1996
No coin nor oath required. For personal study only.
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