Multivariate analysis of East African currency exchange rate dynamics
Yegnanew A. Shiferaw
| Year of publication: |
2019
|
|---|---|
| Authors: | Shiferaw, Yegnanew A. |
| Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 20.2019, 2, p. 587-610
|
| Subject: | Dynamic conditional correlations | East African currency | Exchangerate volatility | Multivariate GARCH | Volatilität | Volatility | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Ostafrika | East Africa | Multivariate Analyse | Multivariate analysis | Korrelation | Correlation |
| 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/10012175620