Exchange rate risk and sectoral returns: A wavelet-based MRA-EDCC GARCH analysis.
In: Communications in Statistics: Theory & Methods, Jg. 51 (2022-04-01), Heft 7, S. 2154-2182
academicJournal
Zugriff:
Titel: |
Exchange rate risk and sectoral returns: A wavelet-based MRA-EDCC GARCH analysis.
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Autor/in / Beteiligte Person: | Qureshi, Saba ; Qureshi, Fiza ; Soomro, Arjumand Bano ; Chandio, Fida Hussain ; Shah, Sobia Shafaq ; Rehman, Ijaz Ur |
Zeitschrift: | Communications in Statistics: Theory & Methods, Jg. 51 (2022-04-01), Heft 7, S. 2154-2182 |
Veröffentlichung: | 2022 |
Medientyp: | academicJournal |
ISSN: | 0361-0926 (print) |
DOI: | 10.1080/03610926.2020.1772304 |
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