Yakup ARI
Chasing Volatility of USD/TRY Foreign Exchange Rate: The Comparison of CARR, EWMA, and GARCH Models
Chasing Volatility of USD/TRY Foreign Exchange Rate: The Comparison of CARR, EWMA, and GARCH Models
Ekoist: Journal of Econometrics and Statistics
2022-Sayı: 37
107-127
CARR,
EWMA,
GARCH,
volatility,
USD-TRY
351
124