"Modelling Exchange Rate Volatility Using GARCH Model: An Empirical ..."

Thi Kim Dung Nguyen (2018)

> Home

Details and statistics

DOI: 10.1007/978-3-319-73150-6_69

access: closed

type: Conference or Workshop Paper

metadata version: 2019-05-08

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - conf/econvn/Nguyen18
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/conf/econvn/Nguyen18
Thi Kim Dung Nguyen:
Modelling Exchange Rate Volatility Using GARCH Model: An Empirical Analysis for Vietnam. ECONVN 2018: 941-952

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.