Modelling exchange rates volatility and the global shocks in South Africa
Adebayo Augustine Kutu, Harold Ngalawa
| Year of publication: |
2017
|
|---|---|
| Authors: | Kutu, Adebayo Augustine ; Ngalawa, Harold |
| Published in: |
Acta Universitatis Danubius / Oeconomica. - Galati : Ed. Universitaria Danubius, ISSN 2065-0175, ZDB-ID 2543389-1. - Vol. 13.2017, 3, p. 177-192
|
| Subject: | Modelling | Exchange Rate Volatility | GARCH | EGARCH Models | Wechselkurs | Exchange rate | Volatilität | Volatility | Südafrika | South Africa | ARCH-Modell | ARCH model | Schock | Shock | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| 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/10012133039