Structural breaks and GARCH models of exchange rate volatility : re-examination and extension
Akram Shavkatovich Hasanov, Robert Brooks, Sirojiddin Abrorov, Aktam Usmanovich Burkhanov
| Year of publication: |
2024
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|---|---|
| Authors: | Hasanov, Akram Shavkatovich ; Brooks, Robert ; Abrorov, Sirojiddin ; Burkhanov, Aktam Usmanovich |
| Published in: |
Journal of applied econometrics. - Chichester [u.a.] : Wiley, ISSN 1099-1255, ZDB-ID 1500458-2. - Vol. 39.2024, 7, p. 1403-1407
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| Subject: | exchange rate volatility | forecasting | GARCH | modified ICSS | structural breaks | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Volatilität | Volatility | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/jae.3091 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015156866