Application of a Log Likelihood Object In GARCH with T-distributed errors and EGARCH With Generalised Error Distribution Model of the Spot AUD/USD Exchange Rate Volatility
Year of publication: |
2018
|
---|---|
Authors: | Guirguis, Michel |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Statistischer Fehler | Statistical error | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
Extent: | 1 Online-Ressource (21 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 21, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3253231 [DOI] |
Classification: | G24 - Investment Banking; Venture Capital; Brokerage |
Source: | ECONIS - Online Catalogue of the ZBW |
-
GARCH modelling of cryptocurrencies
Chu, Jeffrey, (2017)
-
Application of a GARCH, TGARCH, and EGARCH, Models to Test the Spot GBP/USD Exchange Rate Volatility
Guirguis, Michel, (2018)
-
Modeling the Exchange Rate Volatility Using GARCH-Type Models : Evidence from Pakistan
Mughal, Hammad Ul Haq, (2009)
- More ...
-
A multifactor model of investment trust discounts.
Guirguis, Michel, (2005)
-
The UK insurance industry - structure and performance
Hardwick, Philip, (2007)
-
Guirguis, Michel, (2020)
- More ...