Modelling and forecasting exchange rate of US dollar against Malaysian ringgit using hybrid ARIMA-GARCH and ARIMA-EGARCH models

Modelling and forecasting financial time series data has become the area of interest in financial world. However, the data exhibits certain stylized facts that must be handled by an appropriate models. Thus, this study was conducted to develop hybridization models between Autoregressive Integrated M...

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Bibliographic Details
Main Author: Mustafa, Asma’
Format: Thesis
Published: 2017
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