Exchange rate risk and sectoral returns: A wavelet-based MRA-EDCC GARCH analysis
Qureshi, Saba, Qureshi, Fiza, Soomro, Arjumand Bano, Chandio, Fida Hussain, Shah, Sobia Shafaq, Rehman, Ijaz UrJournal:
Communications in Statistics - Theory and Methods
DOI:
10.1080/03610926.2020.1772304
Date:
June, 2020
File:
PDF, 3.33 MB
2020