Modelling Exchange Rate Volatility of Somali Shilling Against US Dollar by Utilizing GARCH Models
The main aim of this investigation was to model the volatility of Somali shilling against US dollar by using monthly data covering from 1950 to 2010. Further to that, this finding has adopted both symmetric and asymmetric generalized autoregressive conditional heteroscedastic (GARCH) family models...
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| Format: | Article |
| Language: | English |
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EconJournals
2021-03-01
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| Series: | International Journal of Economics and Financial Issues |
| Online Access: | https://econjournals.com/index.php/ijefi/article/view/9788 |