Zobrazeno 1 - 1
of 1
pro vyhledávání: '"Zhidi Du"'
Publikováno v:
AIMS Mathematics, Vol 8, Iss 4, Pp 8610-9632 (2023)
Exchange rate is an important part of financial markets. Our analysis finds that the fluctuations of exchange rates have several obvious features, such as spikes, thick tails, fluctuation aggregations and asymmetry. Based on this, we build novel GARC
Externí odkaz:
https://doaj.org/article/90b49b0287744f1d97f6b03b5687a965
