Modelling exchange rate volatility of Somali Shilling against US Dollar by utilizing GARCH models
Abdullahi Osman Ali
| Year of publication: |
2021
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|---|---|
| Authors: | Ali, Abdullahi Osman |
| Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 11.2021, 2, p. 35-39
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| Subject: | exchange rate | Somali shilling | US dollar | conditional heteroscedasticity | volatility clustering and leverage effect | Wechselkurs | Exchange rate | Volatilität | Volatility | ARCH-Modell | ARCH model | US-Dollar | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Währungssubstitution | Currency substitution |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijefi.9788 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012509707