Work

Predicting Exchange Rates Volatility Using Hybrid ARIMA-GARCH Model: A Comparative Analysis

Year: 2024

Type: book-chapter

Source: Advances in computational intelligence and robotics book series

DOI: 10.4018/979-8-3693-6215-0.ch005

Authors: Bruno Dinga, Jimbo Henri Claver, Cletus Kwa Kum, Shu Felix Che

Institution: University of Bamenda

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4404851982

FWCI: 3.287

Cites: 29

Cited by: 2

Related to: 10