Work

Forecasting risk in the US Dollar exchange rate under volatility shifts

Year: 2020

Type: article

Source: The North American Journal of Economics and Finance

DOI: 10.1016/j.najef.2020.101257

Authors: Hassan Anjum, Farooq Malik

Institutions: Missouri Southern State University, Northern Arizona University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3043045202

FWCI: 3.57

Cites: 31

Cited by: 19

Related to: 10