Open AccessOne-Step-Ahead Forecastability of GARCH (1,1): A Comparative Analysis of USD- and PKR-Based Exchange Rate Volatilities
Author(s) -
Abdul Jalil Khan,
Parvez Azim
Publication year - 2013
Publication title -
the lahore journal of economics
Language(s) - English
Resource type - Journals
eISSN - 1811-5446
pISSN - 1811-5438
DOI - 10.35536/lje.2013.v18.i1.a1
Subject(s) - rupee , liberian dollar , autoregressive conditional heteroskedasticity , currency , economics , volatility (finance) , exchange rate , us dollar , context (archaeology) , robustness (evolution) , econometrics , u.s. dollar index , international economics , monetary economics , finance , geography , biochemistry , chemistry , gene , archaeology