An empirical analysis on Euro Hungarian forint exchange rate volatility using garch
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The paper aims to analyse and forecast the Euro Hungarian Forint exchange rate volatility with the use of generalized autoregressive conditional heteroscedasticity GARCH- type models over the time period from September 30, 2010 to January 02, 2017.
Nội dung trích xuất từ tài liệu:
An empirical analysis on Euro Hungarian forint exchange rate volatility using garch
Nội dung trích xuất từ tài liệu:
An empirical analysis on Euro Hungarian forint exchange rate volatility using garch
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Volatility forecast Exchange rate volatility GARCH model Forecasting results using GARCH model Dynamic forecasts of the conditional varianceGợi ý tài liệu liên quan:
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