Conditional Volatility and Distribution of Exchange Rates: GARCH and FIGARCH Models with NIG Distribution.
| Autor: | Kiliç, Rehim1 rk114@mail.gatech.edu |
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| Zdroj: | Studies in Nonlinear Dynamics & Econometrics. Sep2007, Vol. 11 Issue 3, p1-31. 33p. 9 Charts, 4 Graphs. |
| Databáze: | Business Source Ultimate |
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