Modeling and forecasting exchange rate volatility in Bangladesh using GARCH models: a comparison based on normal and Student’s t-error distribution

Error Distribution ◽

Garch Models ◽

Modeling And Forecasting ◽

Student’S T

Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics ◽

ARCH Models and an Application on Exchange Rate Volatility: ARCH and GARCH Models

10.1007/978-3-030-54108-8_12 ◽

2021 ◽

pp. 287-300

Author(s):

Lokman Kantar

Keyword(s):

Exchange Rate ◽

Garch Models ◽

Arch Models

Modeling and forecasting exchange rate volatility in time-frequency domain

European Journal of Operational Research ◽

10.1016/j.ejor.2015.12.010 ◽

2016 ◽

Vol 251 (1) ◽

pp. 329-340 ◽

Cited By ~ 32

Author(s):

Jozef Barunik ◽

Tomas Krehlik ◽

Lukas Vacha

Keyword(s):

Exchange Rate ◽

Frequency Domain ◽

Time Frequency ◽

Modeling And Forecasting

Modeling and forecasting exchange rate volatility: Comparison between EEC and developed countries

Industrija ◽

10.5937/industrija43-6612 ◽

2015 ◽

Vol 43 (1) ◽

pp. 7-24 ◽

Cited By ~ 2

Author(s):

Sinisa Miletic

Keyword(s):

Exchange Rate ◽

Developed Countries ◽

Modeling And Forecasting

Forecasting of Exchange Rate Volatility between Naira and US Dollar Using GARCH Models

International Journal of Academic Research in Business and Social Sciences ◽

10.6007/ijarbss/v4-i7/1029 ◽

2014 ◽

Vol 4 (7) ◽

Author(s):

Musa Y. ◽

Tasiâ€™u. M ◽

Abubakar Bello

Keyword(s):

Exchange Rate ◽

Garch Models ◽

Us Dollar

MODELLING NAIRA/POUNDS EXCHANGE RATE VOLATILITY: APPLICATION OF ARIMA AND GARCH MODELS

International Journal of Engineering Applied Sciences and Technology ◽

10.33564/ijeast.2019.v04i08.042 ◽

2019 ◽

Vol 04 (08) ◽

pp. 238-242

Author(s):

Saminu Umar ◽

Shehu Sidi Abubakar ◽

Abdulrashid M Salihu ◽

Zayyanu Umar

Keyword(s):

Exchange Rate ◽

MODELLING EXCHANGE RATE VOLATILITY OF SOMALI SHILLING AGAINST US DOLLAR BY UTILIZING GARCH MODELS

International Journal of Economics and Financial Issues ◽

10.32479/ijefi.9788 ◽

2021 ◽

Vol 11 (2) ◽

pp. 35-39

Author(s):

Abdullahi Osman Ali

Keyword(s):

Exchange Rate ◽

Garch Models ◽

Us Dollar

Structural breaks and GARCH models of exchange rate volatility

Journal of Applied Econometrics ◽

10.1002/jae.976 ◽

2008 ◽

Vol 23 (1) ◽

pp. 65-90 ◽

Cited By ~ 110

Author(s):

David E. Rapach ◽

Jack K. Strauss

Keyword(s):

Exchange Rate ◽

Structural Breaks ◽

Modelling Exchange Rate Volatility using GARCH Models: Empirical Evidence from Arab Countries

International Journal of Economics and Finance ◽

10.5539/ijef.v4n3p216 ◽

2012 ◽

Vol 4 (3) ◽

Cited By ~ 9

Author(s):

Suliman Zakaria Suliman Abdalla

Keyword(s):

Exchange Rate ◽

Empirical Evidence ◽

Arab Countries ◽

MODELING EXCHANGE RATE VOLATILITY USING GARCH MODELS: EMPIRICAL EVIDENCE FROM PAKISTAN

European Journal of Research ◽

10.26739/2521-3253-2018-1-2-5 ◽

2018 ◽

Vol 1 (2) ◽

pp. 73-83

Author(s):

Muhammad Mohsin ◽

Keyword(s):

Exchange Rate ◽

Empirical Evidence ◽

Application of a Log Likelihood Object In GARCH with T-distributed errors and EGARCH With Generalised Error Distribution Model of the Spot AUD/USD Exchange Rate Volatility.

SSRN Electronic Journal ◽

10.2139/ssrn.3253231 ◽

2018 ◽

Author(s):

Michel Guirguis

Keyword(s):

Exchange Rate ◽

Error Distribution ◽

Distribution Model ◽

Log Likelihood