Do we have robust GARCH models under different mean equations : evidence from exchange rates of Thailand?
Year of publication: |
[2017]
|
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Authors: | Tanaporn Tungtrakul ; Natthaphat Kingnetr ; Songsak Sriboonchitta |
Published in: |
Robustness in econometrics. - Cham : Springer, ISBN 978-3-319-50741-5. - 2017, p. 599-613
|
Subject: | Robust GARCH | EGARCH | TGARCH | PGARCH | Exchange rate | Thailand | ARCH-Modell | ARCH model | Wechselkurs | Volatilität | Volatility | Robustes Verfahren | Robust statistics | Schätztheorie | Estimation theory |
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