Amanote Research

Amanote Research

    RegisterSign In

Modelling and Forecasting Exchange-Rate Volatility With ARCHtype Models

IOSR Journal of Mathematics
doi 10.9790/5728-1205042937
Full Text
Open PDF
Abstract

Available in full text

Date

May 1, 2016

Authors
Abbas Hasbalrasol Abbas KandoraAhmed Mohammed Abdullah Hamdi
Publisher

IOSR Journals


Related search

Chartism and Exchange Rate Volatility

International Journal of Finance and Economics
AccountingEconomicsEconometricsFinance
2007English

Exchange Rate Volatility and Economic Growth

Journal of Economic Integration
EconomicsEconometricsFinance
2018English

Exchange Rate Volatility and Reserves Transparency

IMF Staff Papers
2007English

Exchange Rate Volatility: Asymmetric Effects

Journal of Applied Business Research
International ManagementBusiness
2011English

Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models

Open Economies Review
EconomicsEconometrics
2006English

Foreign Exchange Intervention and Exchange Rate Volatility in Peru

Applied Economics Letters
EconomicsEconometrics
2010English

Exchange Rate Volatility, Foreign Exchange Market Intervention and Asymmetric Preferences

The Economics and Finance Letters
2019English

Market Sentiment and Exchange Rate Directional Forecasting

Algorithmic Finance
Computational MathematicsComputer VisionComputer Science ApplicationsPattern RecognitionFinance
2015English

Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts

SSRN Electronic Journal
2008English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy