scientific article; zbMATH DE number 6448042

zbMATH Open1314.91244MaRDI QIDQ5256016FDOQ5256016

Authors: Abdelali Ezzebsa, Halim Zeghdoudi, Mohamed Riad Remita, Sihem Nedjar 

Publication date: 22 June 2015

Full work available at URL: http://www.ceser.in/ceserp/index.php/bse/article/view/2145

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zbMATH Keywords

volatilityasymmetric GARCHAlgerian dinar exchange ratereturn forecastsymmetric GARCH

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Statistical methods; risk measures (91G70)

Cited In (4)

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• ARCH Models and an Application on Exchange Rate Volatility: ARCH and GARCH Models
• On GARCH models and applications: foreign exchange rate volatility and a price index

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