ARCH Models and an Application on Exchange Rate Volatility: ARCH and GARCH Models


in: Handbook of Research on Emerging Theories, Models and Applications of Financial Econometrics, Mercangöz Adıgüzel Burcu, Editor, Springer, Gewerbestrasse, pp.287-300, 2021

  • Publication Type: Book Chapter / Chapter Vocational Book
  • Publication Date: 2021
  • Publisher: Springer
  • City: Gewerbestrasse
  • Page Numbers: pp.287-300
  • Editors: Mercangöz Adıgüzel Burcu, Editor
  • Istanbul Gelisim University Affiliated: Yes