Modeling and Forecasting USD/UGX Volatility through GARCH Family Models: Evidence from Gaussian, T and GED Distributions
Symmetric and asymmetric GARCH models-GARCH (1,1); PARCH(1;1); EGARCH(1,1,); TARCH(1,1) and IGARCH(1,1)- were used to examine stylized facts of daily USD/UGX return series from September 1st, 2005 to August 30th, 2018. Modeling and forecasting were performed based on Gaussian, Student's t and...
| Egile Nagusiak: | , , |
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| Formatua: | Artikulua |
| Hizkuntza: | English |
| Argitaratua: |
EconJournals
2020-03-01
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| Saila: | International Journal of Economics and Financial Issues |
| Sarrera elektronikoa: | https://www.econjournals.com/index.php/ijefi/article/view/9016 |