Modeling variations in the cedi/dollar exchange rate in Ghana: an autoregressive conditional heteroscedastic (ARCH) models

This research article aimed at modeling the variations in the dollar/cedi exchange rate. It examines the applicability of a range of ARCH/GARCH specifications for modeling volatility of the series. The variants considered include the ARMA, GARCH, IGARCH, EGARCH and M-GARCH specifications. The result...

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Detalles Bibliográficos
Autores principales: Techie Quaicoe, Michael, Twenefour, Frank B K, Baah, Emmanuel M, Nortey, Ezekiel N N
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2015
Materias:
Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4495102/
https://www.ncbi.nlm.nih.gov/pubmed/26180749
http://dx.doi.org/10.1186/s40064-015-1118-0

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4495102/
https://www.ncbi.nlm.nih.gov/pubmed/26180749
http://dx.doi.org/10.1186/s40064-015-1118-0

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