Modelling exchange rate volatility dynamics : empirical evidence from South Africa
C. May & G. Farrell
| Year of publication: |
2018
|
|---|---|
| Authors: | May, C. ; Farrell, G. |
| Published in: |
Tydskrif vir studies in ekonomie en ekonometrie : SEE. - Stellenbosch, ISSN 0379-6205, ZDB-ID 863779-9. - Vol. 42.2018, 3, p. 71-113
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| Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Modellierung | Scientific modelling | ARCH-Modell | ARCH model | Währung | Currency | Schätzung | Estimation | Südafrika | South Africa | 1995-2010 |
| 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/10012002174