Modeling Volatility of Exchange Rate of Chinese Yuan against US Dollar Based on GARCH Models.

Marggie Ma Jiangze Du Kin Keung Lai

Published in: BIFE (2013)

Keyphrases

exchange rate
garch model
stock price
foreign exchange
financial time series
stock market
long run
chinese stock market
currency exchange
financial crisis
financial markets
data mining
gray level
multivariate time series