Open AccessModelling exchange rate volatility using GARCH models
Author(s) -
BASMA ALMISSHAL
Publication year - 2021
Publication title -
gazi iktisat ve işletme dergisi
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2548-0162
pISSN - 2149-4924
DOI - 10.30855/gjeb.2021.7.1.001
Subject(s) - autoregressive conditional heteroskedasticity , volatility (finance) , econometrics , economics , forward volatility , exchange rate , stochastic volatility , financial economics , monetary economics