Herwartz, Helmut (contributor); Weber, Henning (contributor) - 2007
. exports. -- exchange rate uncertainty ; GARCH ; forecasting ; international trade ; nonlinear models …, economic sectors and when contrasting imports vs. exports.
Keywords: exchange rate uncertainty, GARCH, forecasting … cointegration17 or the introduction of
autoregressive conditionally heteroskedastic time series processes ((G)ARCH).18,19 However …