The volatility of exchange rate between the US dollar and African emerging currencies : analysing by GAS-GARCH-Student-t model
Year of publication: |
2016
|
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Authors: | Derbali, Abdelkader ; Sy, Aida |
Published in: |
International journal of critical accounting : IJCA. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-9848, ZDB-ID 2524381-0. - Vol. 8.2016, 2, p. 132-143
|
Subject: | exchange rate | US dollar | African emerging currencies | volatility | GAS-GARCH-Student-t | USA | Africa | Wechselkurs | Exchange rate | Afrika | Volatilität | Volatility | US-Dollar | United States |
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