Documenti analoghi: Nonparametric verification of GARCH-Class models ofr selected polish exchange rates and stock indices
- ARCH and GARCH models for daily exchange rate of SKK/USD
- Arch/Garch modely
- Analysis of the mutual relationships between the exchange rates and the stock indices
- Co-Movements of Exchange Rate Returns: Multivariate Garch Approach
- Analysis of SKK/CZK exchange rate
- Some stylised facts about the exchange rate behaviour of Central European currencies