Exchange Rate Volatility of Some Major Currencies in the World
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Exchange Rate Volatility of Some Major Currencies in the World (2014)
~EN NW AB
ISBN: 9783330335004 bzw. 3330335009, vermutlich in Englisch, neu, Hörbuch.
Lieferung aus: Österreich, Lieferzeit: 5 Tage, zzgl. Versandkosten.
Exchange rates are important financial indicator that is receiving attention from researchers globally. This study uses daily data over the period January, 1999 to February, 2014 consisting of 3950 observations. The study aimed at determining the volatility spillover of the world's major currencies against the U.S. Dollar simultaneously using Multivariate GARCH models. And to observe some stylized facts/common features of good volatility modeling on financial time series. To achieve the objectives, we employed three volatility models: DVECH, BEKK and CCC and the results indicated that the skewness is greater than zero, implying that the distribution is positively skewed. The kurtosis is also greater the kurtosis of a normal distribution: the distribution of the exchange rates return series is leptokurtic. We concluded that the BEKK model proved to be the best model because it has maximum log likelihood and least number of parameters. We also found that the volatility of the Nigerian Naira is more stable than the rest of the currencies in Africa, this implies that the investors are at low risk and have chances of making more profits in Nigeria than in any other African country.
Exchange rates are important financial indicator that is receiving attention from researchers globally. This study uses daily data over the period January, 1999 to February, 2014 consisting of 3950 observations. The study aimed at determining the volatility spillover of the world's major currencies against the U.S. Dollar simultaneously using Multivariate GARCH models. And to observe some stylized facts/common features of good volatility modeling on financial time series. To achieve the objectives, we employed three volatility models: DVECH, BEKK and CCC and the results indicated that the skewness is greater than zero, implying that the distribution is positively skewed. The kurtosis is also greater the kurtosis of a normal distribution: the distribution of the exchange rates return series is leptokurtic. We concluded that the BEKK model proved to be the best model because it has maximum log likelihood and least number of parameters. We also found that the volatility of the Nigerian Naira is more stable than the rest of the currencies in Africa, this implies that the investors are at low risk and have chances of making more profits in Nigeria than in any other African country.
2
Exchange Rate Volatility of Some Major Currencies in the World
DE NW
ISBN: 9783330335004 bzw. 3330335009, in Deutsch, neu.
Lieferung aus: Deutschland, Lieferzeit: 6 Tage.
Exchange rates are important financial indicator that is receiving attention from researchers globally. This study uses daily data over the period January, 1999 to February, 2014 consisting of 3950 observations. The study aimed at determining the volatility spillover of the world's major currencies against the U.S. Dollar simultaneously using Multivariate GARCH models. And to observe some stylized facts/common features of good volatility modeling on financial time series. To achieve the objectives, we employed three volatility models: DVECH, BEKK and CCC and the results indicated that the skewness is greater than zero, implying that the distribution is positively skewed. The kurtosis is also greater the kurtosis of a normal distribution: the distribution of the exchange rates return series is leptokurtic. We concluded that the BEKK model proved to be the best model because it has maximum log likelihood and least number of parameters. We also found that the volatility of the Nigerian Naira is more stable than the rest of the currencies in Africa this implies that the investors are at low risk and have chances of making more profits in Nigeria than in any other African country.
Exchange rates are important financial indicator that is receiving attention from researchers globally. This study uses daily data over the period January, 1999 to February, 2014 consisting of 3950 observations. The study aimed at determining the volatility spillover of the world's major currencies against the U.S. Dollar simultaneously using Multivariate GARCH models. And to observe some stylized facts/common features of good volatility modeling on financial time series. To achieve the objectives, we employed three volatility models: DVECH, BEKK and CCC and the results indicated that the skewness is greater than zero, implying that the distribution is positively skewed. The kurtosis is also greater the kurtosis of a normal distribution: the distribution of the exchange rates return series is leptokurtic. We concluded that the BEKK model proved to be the best model because it has maximum log likelihood and least number of parameters. We also found that the volatility of the Nigerian Naira is more stable than the rest of the currencies in Africa this implies that the investors are at low risk and have chances of making more profits in Nigeria than in any other African country.
3
Exchange Rate Volatility of Some Major Currencies in the World
DE PB NW
ISBN: 9783330335004 bzw. 3330335009, in Deutsch, LAP Lambert Academic Publishing, Taschenbuch, neu.
Lieferung aus: Deutschland, Versandkostenfrei.
Exchange Rate Volatility of Some Major Currencies in the World: Exchange rates are important financial indicator that is receiving attention from researchers globally. This study uses daily data over the period January, 1999 to February, 2014 consisting of 3950 observations. The study aimed at determining the volatility spillover of the world`s major currencies against the U.S. Dollar simultaneously using Multivariate GARCH models. And to observe some stylized facts/common features of good volatility modeling on financial time series. To achieve the objectives, we employed three volatility models: DVECH, BEKK and CCC and the results indicated that the skewness is greater than zero, implying that the distribution is positively skewed. The kurtosis is also greater the kurtosis of a normal distribution: the distribution of the exchange rates return series is leptokurtic. We concluded that the BEKK model proved to be the best model because it has maximum log likelihood and least number of parameters. We also found that the volatility of the Nigerian Naira is more stable than the rest of the currencies in Africa this implies that the investors are at low risk and have chances of making more profits in Nigeria than in any other African country. Englisch, Taschenbuch.
Exchange Rate Volatility of Some Major Currencies in the World: Exchange rates are important financial indicator that is receiving attention from researchers globally. This study uses daily data over the period January, 1999 to February, 2014 consisting of 3950 observations. The study aimed at determining the volatility spillover of the world`s major currencies against the U.S. Dollar simultaneously using Multivariate GARCH models. And to observe some stylized facts/common features of good volatility modeling on financial time series. To achieve the objectives, we employed three volatility models: DVECH, BEKK and CCC and the results indicated that the skewness is greater than zero, implying that the distribution is positively skewed. The kurtosis is also greater the kurtosis of a normal distribution: the distribution of the exchange rates return series is leptokurtic. We concluded that the BEKK model proved to be the best model because it has maximum log likelihood and least number of parameters. We also found that the volatility of the Nigerian Naira is more stable than the rest of the currencies in Africa this implies that the investors are at low risk and have chances of making more profits in Nigeria than in any other African country. Englisch, Taschenbuch.
4
Exchange Rate Volatility of Some Major Currencies in the World
DE HC NW
ISBN: 9783330335004 bzw. 3330335009, in Deutsch, Lap Lambert Academic Publishing, gebundenes Buch, neu.
Lieferung aus: Deutschland, Versandkostenfrei innerhalb von Deutschland.
Exchange rates are important financial indicator that is receiving attention from researchers globally. This study uses daily data over the period January, 1999 to February, 2014 consisting of 3950 observations. The study aimed at determining the volatility spillover of the world´s major currencies against the U.S. Dollar simultaneously using Multivariate GARCH models. And to observe some stylized facts/common features of good volatility modeling on financial time series. To achieve the Exchange rates are important financial indicator that is receiving attention from researchers globally. This study uses daily data over the period January, 1999 to February, 2014 consisting of 3950 observations. The study aimed at determining the volatility spillover of the world´s major currencies against the U.S. Dollar simultaneously using Multivariate GARCH models. And to observe some stylized facts/common features of good volatility modeling on financial time series. To achieve the objectives, we employed three volatility models: DVECH, BEKK and CCC and the results indicated that the skewness is greater than zero, implying that the distribution is positively skewed. The kurtosis is also greater the kurtosis of a normal distribution: the distribution of the exchange rates return series is leptokurtic. We concluded that the BEKK model proved to be the best model because it has maximum log likelihood and least number of parameters. We also found that the volatility of the Nigerian Naira is more stable than the rest of the currencies in Africa; this implies that the investors are at low risk and have chances of making more profits in Nigeria than in any other African country. Lieferzeit 1-2 Werktage.
Exchange rates are important financial indicator that is receiving attention from researchers globally. This study uses daily data over the period January, 1999 to February, 2014 consisting of 3950 observations. The study aimed at determining the volatility spillover of the world´s major currencies against the U.S. Dollar simultaneously using Multivariate GARCH models. And to observe some stylized facts/common features of good volatility modeling on financial time series. To achieve the Exchange rates are important financial indicator that is receiving attention from researchers globally. This study uses daily data over the period January, 1999 to February, 2014 consisting of 3950 observations. The study aimed at determining the volatility spillover of the world´s major currencies against the U.S. Dollar simultaneously using Multivariate GARCH models. And to observe some stylized facts/common features of good volatility modeling on financial time series. To achieve the objectives, we employed three volatility models: DVECH, BEKK and CCC and the results indicated that the skewness is greater than zero, implying that the distribution is positively skewed. The kurtosis is also greater the kurtosis of a normal distribution: the distribution of the exchange rates return series is leptokurtic. We concluded that the BEKK model proved to be the best model because it has maximum log likelihood and least number of parameters. We also found that the volatility of the Nigerian Naira is more stable than the rest of the currencies in Africa; this implies that the investors are at low risk and have chances of making more profits in Nigeria than in any other African country. Lieferzeit 1-2 Werktage.
5
Exchange Rate Volatility of Some Major Currencies in the World
~EN PB NW
ISBN: 3330335009 bzw. 9783330335004, vermutlich in Englisch, LAP Lambert Academic Publishing, Taschenbuch, neu.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
7
Exchange Rate Volatility of Some Major Currencies in the World als von
DE HC NW
ISBN: 9783330335004 bzw. 3330335009, in Deutsch, LAP Lambert Academic Publishing, gebundenes Buch, neu.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
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