Episodic non-linear behaviour of bilateral Malaysian Ringgit-US Dollar spot rate
Kian-Ping Lim; M. Azali
| Year of publication: |
2014
|
|---|---|
| Authors: | Lim, Kian-Ping ; Azali, Mohamed |
| Published in: |
Journal of world economic review. - New Delhi : Serials Publ., ISSN 0973-4368, ZDB-ID 2467379-1. - Vol. 9.2014, 1, p. 25-48
|
| Subject: | Non-linearity | Data generating process | Hinich bispectrum test | Bicorrelation | GARCH | Malaysian foreign exchange market | Malaysia | Wechselkurs | Exchange rate | Devisenmarkt | Foreign exchange market | ARCH-Modell | ARCH model | US-Dollar | US dollar | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010490456