Foreign exchange volatility modelling of southeast asian major economies
نویسندگان
چکیده
منابع مشابه
Scaling Foreign Exchange Volatility
When asset returns are normally distributed the risk of an asset over a long return interval may be estimated by scaling the risk from shorter return intervals. While it is well known that asset returns are not normally distributed a key empirical question concerns the effect that scaling the volatility of dependent processes will have on the pricing of related financial assets. This study prov...
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ژورنال
عنوان ژورنال: Journal of Economics, Business, & Accountancy Ventura
سال: 2019
ISSN: 2088-785X,2087-3735
DOI: 10.14414/jebav.v22i2.1912