One-Step-Ahead Forecastability of GARCH (1,1): A Comparative Analysis of USD- and PKR-Based Exchange Rate Volatilities
This study aims to capture volatility patterns using GARCH (1,1) models. It evaluates these models to obtain one-step-ahead forecastabilities by employing four major forecasting evaluation criteria, and compares two different currencies— the Pakistan rupee and the US dollar—as domestic and foreign...
I tiakina i:
| Ngā kaituhi matua: | , |
|---|---|
| Hōputu: | Artigo |
| Reo: | Inglês |
| I whakaputaina: |
Lahore School of Economics
2024-07-01
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| Rangatū: | Lahore Journal of Economics |
| Ngā marau: | |
| Urunga tuihono: | https://journals.lahoreschool.edu.pk/LJE/LJE/article/view/373 |
| Ngā Tūtohu: |
Kāore He Tūtohu, Me noho koe te mea tuatahi ki te tūtohu i tēnei pūkete!
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