scientific article; zbMATH DE number 6448042

MaRDI QIDQ5256016zbMATH OpenFDO

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

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)

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