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

• المؤلفون الرئيسيون: Ho, K.-Y., Tsui, A.K.
• مؤلفون آخرون: ECONOMICS
• التنسيق: Conference or Workshop Item
• منشور في: 2014
• الموضوعات: Bivariate asymmetric GARCH; Exchange rate volatility; Fractional integration; Long memory; Varying conditional correlations
• الوصول للمادة أونلاين: http://scholarbank.nus.edu.sg/handle/10635/52156

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