Modeling exchange rate dynamics in Egypt : observed and unobserved volatility
Dina Rofael; Rana Hosni
| Year of publication: |
2015
|
|---|---|
| Authors: | Rofael, Dina ; Hosni, Rana |
| Published in: |
Modern economy. - Irvine, Calif. : Scientific Research Publishing, ISSN 2152-7245, ZDB-ID 2598760-4. - Vol. 6.2015, 1, p. 65-80
|
| Subject: | Exchange Rate Volatility | GARCH Models | State Space Model | Stochastic Volatility Models | Time-Varying Parameter | Egypt | Volatilität | Volatility | Wechselkurs | Exchange rate | Ägypten | ARCH-Modell | ARCH model | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| 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://ebvufind01.dmz1.zbw.eu/10011285372