Journal of Mathematical Finance

Journal of Mathematical Finance

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.org/journal/jmf
E-mail: jmf@scirp.org
"Modeling Exchange Rate Volatility: Application of the GARCH and EGARCH Models"
written by Manamba Epaphra,
published by Journal of Mathematical Finance, Vol.7 No.1, 2017
has been cited by the following article(s):
  • Google Scholar
  • CrossRef
[1] Investment Risk Analysis On Bitcoin With Applied of VaR-APARCH Model
2021
[2] Efficiency of Tanzania's foreign exchange market
2021
[3] Volatility of Stock Prices in Tanzania: Application of Garch Models to Dar Es Salaam Stock Exchange
2021
[4] Modelling Exchange Rate Volatility of Somali Shilling Against US Dollar by Utilizing GARCH Models
2021
[5] Rwanda exchange rate time series analysis using Garch model
2020
[6] Volatility Forecast Incorporating Investors' Sentiment and its Application in Options Trading Strategies: A Behavioural Finance Approach at Nifty 50 Index
2020
[7] The Effect of Volatility on Future Volatility–GARCH and EGARCH Forecasts of Stock Prices and Volatility
2020
[8] Management of Foreign Exchange Risk: Evidence from Developing Economies
2020
[9] DÖVİZ KURU VOLATİLİTESİNİN DOĞRUSAL VE DOĞRUSAL OLMAYAN YÖNTEMLER İLE İNCELENMESİ
2020
[10] Dois ensaios em finanças comportamentais: teoria do prospecto, contabilidade mental e momentum no Brasil
2020
[11] Time series modelling, NARX neural network and hybrid KPCA–SVR approach to forecast the foreign exchange market in Mauritius
2020
[12] Effects of capital controls on foreign exchange liquidity
2019
[13] Foreign exchange volatility modeling of Southeast Asian major economies
2019
[14] EFFECT OF EXCHANGE RATE VOLATILITY ON MANUFACTURING SECTOR PERFORMANCE IN NIGERIA
International Journal of Economics, Commerce and Management, 2019
[15] DOMESTIC AND CROSS-BORDER EFFECTS OF GLOBAL FINANCIAL CRISIS
2019
[16] The Symptoms of Illness: Does Israel Suffer from “Dutch Disease”?
2019
[17] Modeling and Forecasting of Volatility using ARMA-GARCH: Case Study on Malaysia Natural Rubber Prices
2019
[18] Modeling exchange rate return volatility of RMB/USD using GARCH family models
2019
[19] Foreign exchange EURUSD forecasting: a time-series forecasting through periodic US economic event announcements
2019
[20] Taxas de câmbio: modelação ARMA-GARCH
2019
[21] Cyclical Behavior of Systemic Distress in the Banking Sector: An Empirical Investigation
2019
[22] Modeling and simulation of manufacture sector data in Malaysia with detection of outliers: An ARMA-GARCH approach
2019
[23] Effect of Exchange Rate Volatility on Sri Lanka's Inbound Tourist Flow
2018
[24] A Study of Volatility of Select Metals Traded in the Indian Commodity Market
2018
[25] Modeling with ARIMA-ARCH/GARCH Techniques to Estimate Weekly Exchange Rate of Liberia
2018
[26] Essays on exchange rate behaviour in South Africa
2018
[27] Returns and volatility of water investments
Cogent Economics & Finance, 2018
[28] Pound/US Dollar Exchange Rate: An Empirical Analysis
2018
[29] Unravelling the Cipher of Indian Rupee's Volatility: Testing the Forecasting Efficacy of the Rolling Symmetric and Asymmetric GARCH Models
2018
[30] Penggunaan MS Excel untuk Estimasi Model GARCH (1, 1)
2018
[31] Effect of Demonetisation of an Indian High Denomination Currencies on Indian Stock Market and its Relationship with Foreign Exchange Rate
2018
[32] Hubungan kondisi indikator nilai tukar riil dan IHSG dalam mendeteksi krisis keuangan di Indonesia menggunakan gabungan model volatilitas dan markov switching
2017
[33] TESTING OF VALUE AT RISK AND GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY IN CURRENCY EXCHANGE RATE IN …
2017
[34] Modeling and Forecasting of British Pound/US Dollar Exchange Rate: An Empirical Analysis
Advances in Panel Data Analysis in Applied Economic Research, 2017
[35] Quantifying the effect of investors' attention on stock market
PLOS ONE, 2017
[36] TESTING OF VALUE AT RISK AND GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY IN CURRENCY EXCHANGE RATE IN INDONESIA …
Indian Journal of Scientific Research, 2017
[37] MODELLING OF OIL PRICE VOLATILITY USING ARIMA-GARCH MODELS
[38] The effect of selected macroeconomic factors on exchange rate volatility in Sri Lanka
[39] Modelling exchange rate volatility using GARCH models
[40] Türkiye'de Sepet Kur Volatilitesinin GARCH Modellemesi: Asimetri Etkisi Yaklaşımı
Free SCIRP Newsletters
Copyright © 2006-2022 Scientific Research Publishing Inc. All Rights Reserved.
Top