Asymmetric GARCH-Type and Half-life Volatility Modelling of USD/KZT Exchange Rate Returns

Ural M., Demireli E.

Eurasian Research Journal, vol.2, no.2, pp.7-18, 2020 (Peer-Reviewed Journal)

  • Publication Type: Article / Article
  • Volume: 2 Issue: 2
  • Publication Date: 2020
  • Journal Name: Eurasian Research Journal
  • Journal Indexes: Other Indexes
  • Page Numbers: pp.7-18
  • Dokuz Eylül University Affiliated: Yes