Mert URAL, Erhan DEMIRELI

ASYMMETRIC GARCH-TYPE AND HALF-LIFE VOLATILITY MODELLING OF USD/KZT EXCHANGE RATE RETURNS

ASYMMETRIC GARCH-TYPE AND HALF-LIFE VOLATILITY MODELLING OF USD/KZT EXCHANGE RATE RETURNS

Eurasian Research Journal

2020-Cilt: 2 - Sayı: 2

7-18

EGARCH, GJRGARCH, APGARCH, USD/KZT exchange rate, Half-life volatility

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