Value at Risk-Generalised Autoregressive Conditional Heteroskedasticity (VaR-GARCH) model
Value at Risk-Generalised Autoregressive Conditional Heteroskedasticity (VaR-GARCH) model collection
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Title: Dynamic relationship between Nigeria-US exchange rate and crude oil price
Date published: 2018
Publisher: Emerald Publishing Limited
Catagory URL: http://www.emeraldinsight.com