Modeling Romanian Exchange Rate Evolution With Garch, Tgarch, Garch- In Mean Models
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More about this item
Keywords
exchange rate; GARCH; TGARCH; AIC; BIC.;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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