Research on RMB exchange rate volatility risk based on MSGARCH-VaR model
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Publication:2195507
DOI10.1155/2020/8719574zbMath1459.91036OpenAlexW3046682570MaRDI QIDQ2195507
Junjie Zhou, Shuzhen Zhu, Xiao-Fei Wu
Publication date: 26 August 2020
Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2020/8719574
Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)
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