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Modeling the exchange rate volatility, using generalized autoregressive conditionally heteroscedastic (GARCH) type models: Evidence from Pakistan
Yasir Kamal,Volume:
6
Language:
english
Journal:
AFRICAN JOURNAL OF BUSINESS MANAGEMENT
DOI:
10.5897/AJBM10.1657
Date:
February, 2012
File:
PDF, 299 KB
english, 2012