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Modeling Volatility under Normal and Student-t Distributional Assumptions (A Case Study of the Kenyan Exchange Rates)

by Rotich Titus Kipkoech

American Journal of Applied Mathematics and Statistics. 2014, 2(4), 179-184. DOI: 10.12691/ajams-2-4-1
Pub. Date: June 19, 2014Views: 28334 Downloads: 23477Like: 45

EGARCH simulation exchange rates innovations

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