ARCH Models and an Application on Exchange Rate Volatility: ARCH and GARCH Models (Q5049438)
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scientific article; zbMATH DE number 7615538
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ARCH Models and an Application on Exchange Rate Volatility: ARCH and GARCH Models |
scientific article; zbMATH DE number 7615538 |
Statements
ARCH Models and an Application on Exchange Rate Volatility: ARCH and GARCH Models (English)
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11 November 2022
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volatility
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ARCH
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GARCH
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EGARCH
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TGARCH
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exchange rate
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