Naira-Dollar exchange rate volatility modeling using Quadratic Moving Average Conditional Heteroscedasticity (QMACH)
Odunayo Magret Olarewaju, Timilehin John Olasehinde
| Year of publication: |
2017
|
|---|---|
| Authors: | Olarewaju, Odunayo Magret ; Olasehinde, Timilehin John |
| Published in: |
EuroEconomica. - Galaţi : Editura Universitară Danubius, ISSN 2065-3883, ZDB-ID 2543175-4. - Vol. 36.2017, 2, p. 106-116
|
| Subject: | Exchange rate | volatility | ARCH-GARCH | QMACH | Volatilität | Volatility | Wechselkurs | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Heteroskedastizität | Heteroscedasticity | Stochastischer Prozess | Stochastic process |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | hdl:11159/1751 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011798639