Volatility dynamics in foreign exchange rates: Further evidence from Malaysian ringgit and Singapore dollar

MODSIM05 - International Congress on Modelling and Simulation: Advances and Applications for Management and Decision Making, Proceedings

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Main Authors:	Ho, K.-Y., Tsui, A.K.
Other Authors:	ECONOMICS
Format:	Conference or Workshop Item
Published:	2014
Subjects:	Bivariate asymmetric GARCH Exchange rate volatility Fractional integration Long memory Varying conditional correlations
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/52156
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-52156
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spelling	sg-nus-scholar.10635-521562015-01-05T19:59:18Z Volatility dynamics in foreign exchange rates: Further evidence from Malaysian ringgit and Singapore dollar Ho, K.-Y. Tsui, A.K. ECONOMICS Bivariate asymmetric GARCH Exchange rate volatility Fractional integration Long memory Varying conditional correlations MODSIM05 - International Congress on Modelling and Simulation: Advances and Applications for Management and Decision Making, Proceedings 828-834 2014-05-05T10:26:01Z 2014-05-05T10:26:01Z 2005 Conference Paper Ho, K.-Y.,Tsui, A.K. (2005). Volatility dynamics in foreign exchange rates: Further evidence from Malaysian ringgit and Singapore dollar. MODSIM05 - International Congress on Modelling and Simulation: Advances and Applications for Management and Decision Making, Proceedings : 828-834. ScholarBank@NUS Repository. 0975840002 http://scholarbank.nus.edu.sg/handle/10635/52156 NOT_IN_WOS Scopus
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
topic	Bivariate asymmetric GARCH Exchange rate volatility Fractional integration Long memory Varying conditional correlations
spellingShingle	Bivariate asymmetric GARCH Exchange rate volatility Fractional integration Long memory Varying conditional correlations Ho, K.-Y. Tsui, A.K. Volatility dynamics in foreign exchange rates: Further evidence from Malaysian ringgit and Singapore dollar
description	MODSIM05 - International Congress on Modelling and Simulation: Advances and Applications for Management and Decision Making, Proceedings
author2	ECONOMICS
author_facet	ECONOMICS Ho, K.-Y. Tsui, A.K.
format	Conference or Workshop Item
author	Ho, K.-Y. Tsui, A.K.
author_sort	Ho, K.-Y.
title	Volatility dynamics in foreign exchange rates: Further evidence from Malaysian ringgit and Singapore dollar
title_short	Volatility dynamics in foreign exchange rates: Further evidence from Malaysian ringgit and Singapore dollar
title_full	Volatility dynamics in foreign exchange rates: Further evidence from Malaysian ringgit and Singapore dollar
title_fullStr	Volatility dynamics in foreign exchange rates: Further evidence from Malaysian ringgit and Singapore dollar
title_full_unstemmed	Volatility dynamics in foreign exchange rates: Further evidence from Malaysian ringgit and Singapore dollar
title_sort	volatility dynamics in foreign exchange rates: further evidence from malaysian ringgit and singapore dollar
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/52156
_version_	1681083959786602496

Volatility dynamics in foreign exchange rates: Further evidence from Malaysian ringgit and Singapore dollar

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