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1 Ergebnisse
1
Modelling Exchange Rate Volatility Using GARCH Model: An Em..:
, In:
Econometrics for Financial Applications; Studies in Computational Intelligence
,
Nguyen, Thi Kim Dung
- p. 941-952 , 2017
Link:
https://doi.org/10.1007/978-3-319-73150-6_69
RT T1 <cTitle>Econometrics for Financial Applications; Studies in Computational Intelligence</cTitle>: T1 <Title>Modelling Exchange Rate Volatility Using GARCH Model: An Empirical Analysis for Vietnam</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1007_978-3-319-73150-6_69&Exemplar=1&LAN=DE A1 Nguyen, Thi Kim Dung PB Springer International Publishing YR 2017 SP 941 OP 952 LK http://dx.doi.org/https://doi.org/10.1007/978-3-319-73150-6_69 DO https://doi.org/10.1007/978-3-319-73150-6_69 SF ELIB - SuUB Bremen
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