Nessrine Hamzaoui, Boutheina Regaieg

The Glosten-Jagannathan-Runkle-Generalized Autoregressive Conditional Heteroscedastic Approach to Investigating the Foreign Exchange Forward Premium Volatility

The Glosten-Jagannathan-Runkle-Generalized Autoregressive Conditional Heteroscedastic Approach to Investigating the Foreign Exchange Forward Premium Volatility

International Journal of Economics and Financial Issues

2016-Cilt: 6 Sayı: 4

1608-1615

Conditional Volatility, Glosten-Jagannathan-Runkle-Generalized Autoregressive Conditional Heteroscedastic, Generalized Autoregressive Conditional Heteroscedasticity, Volatility Persistence

4652