Value at Risk-Generalised Autoregressive Conditional Heteroskedasticity (VaR-GARCH) model

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Value at Risk-Generalised Autoregressive Conditional Heteroskedasticity (VaR-GARCH) model

Value at Risk-Generalised Autoregressive Conditional Heteroskedasticity (VaR-GARCH) model collection

Titre: Dynamic relationship between Nigeria-US exchange rate and crude oil price
Auteur: Raji, Jimoh Olajide, Abdulkadir, Rihanat Idowu, Badru, Bazeet Olayemi
Date published: 2018
Éditeur: Emerald Publishing Limited
Catagory URL: http://www.emeraldinsight.com