Modeling volatility in the Gambian exchange rates : an ARMA-GARCH approach
Sambujang Marreh, Olusanya E. Olubusoye & John M. Kihoro
| Year of publication: |
2014
|
|---|---|
| Authors: | Marreh, Sambujang ; Olubusoye, Olusanya E. ; Kihoro, John M. |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 6.2014, 10, p. 118-128
|
| Subject: | exchange rates | Gambia | returns | volatility | ARMA | GARCH | Volatilität | Volatility | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | ARMA-Modell | ARMA model | Schätztheorie | Estimation 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://www.econbiz.de/10010422149