Open AccessModeling Exchange Rate and Nigerian Deposit Money Market Dynamics Using Trivariate form of Multivariate GARCH Model
Author(s) -
Zorle Dum Deebom,
Godwin Lebari Tuaneh
Publication year - 2019
Publication title -
asian journal of economics, business and accounting
Language(s) - English
Resource type - Journals
ISSN - 2456-639X
DOI - 10.9734/ajeba/2019/v10i230103
Subject(s) - econometrics , exchange rate , economics , multivariate statistics , autoregressive conditional heteroskedasticity , volatility (finance) , money market , financial economics , monetary economics , interest rate , mathematics , statistics