The asymmetric effect in the volatility of the South African rand
Idoko Ahmed Itodo, Ojonugwa Usman, Michael Maju Abu
| Year of publication: |
June 2017
|
|---|---|
| Authors: | Itodo, Idoko Ahmed ; Usman, Ojonugwa ; Abu, Michael Maju |
| Published in: |
Academic journal of economic studies. - Bucharest : Editura Universitară, ISSN 2457-5836, ZDB-ID 2822728-1. - Vol. 3.2017, 3, p. 47-53
|
| Subject: | South African Rand | exchange rate | volatility | asymmetric effect | EGARCH-M (1,1) | Volatilität | Volatility | Wechselkurs | Exchange rate | Südafrika | South Africa | ARCH-Modell | ARCH model | Devisenmarkt | Foreign exchange market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | hdl:11159/1006 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011737906