Garch Modelling with the Application to Ethiopian Foreign Exchange Rate

dc.contributor.guide	L K Mohana Rao
dc.coverage.spatial
dc.creator.researcher	Salie Ayalew Redie
dc.date.accessioned	2023-03-31T11:56:14Z
dc.date.available	2023-03-31T11:56:14Z
dc.date.awarded	2014
dc.date.completed	2013
dc.date.registered
dc.description.abstract	quotThis thesis presents symmetric and asymmetric GARCH process and time series newlinestudy on Ethiopian Foreign exchange rate. By extending an existing model, we newlineoutline some stylized facts about volatility that should be incorporated in a newlinemodel; pronounced persistence and mean-reversion, asymmetry such that the newlinesign of innovation effects.quot newline newline
dc.description.note
dc.format.accompanyingmaterial	DVD
dc.format.dimensions
dc.format.extent	185 pg
dc.identifier.uri	http://hdl.handle.net/10603/474000
dc.language	English
dc.publisher.institution	Department of Statistics
dc.publisher.place	Vishakhapatnam
dc.publisher.university	Andhra University
dc.relation
dc.rights	university
dc.source.university	University
dc.subject.keyword	Mathematics
dc.subject.keyword	Physical Sciences
dc.subject.keyword	Statistics and Probability
dc.title	Garch Modelling with the Application to Ethiopian Foreign Exchange Rate
dc.title.alternative
dc.type.degree	Ph.D.