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Modelling Volatility of the BDT/USD Exchange Rate with GARCH Model
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Modelling Volatility of the BDT/USD Exchange Rate with GARCH Model (2012)Modelling Volatility of the BDT/USD Excha…Modeling the exchange rate volatility, using generalized autoregressive conditionally heteroscedastic (GARCH) type models: Evidence from Pakistan (2012)Modeling the exchange rate vo…Exchange rate volatility and foreign direct investment (FDI) behavior in Pakistan: A time series analysis with auto regressive distributed lag (ARDL) application (2011)Exchange rate volatility and …Modeling Exchange Rate Volatility (2010)Modeling Exchange Rate Volati…Introductory econometrics for finance. 2nd edition (2008)Introductory econometrics for…Introductory Econometrics for Finance (2008)Introductory Econometrics for…Modelling Financial Time Series (2007)Modelling Financial Time Seri…Forecasting volatility (2006)Forecasting volatilityExchange rate instability and trade : the case of Pakistan (2005)Exchange rate instability and…Generalized asymmetric power ARCH modelling of exchange rate volatility (2002)Generalized asymmetric power …Predicting Exchange Rate Volatility: Genetic Programming vs. GARCH and Risk Metrics™ (2001)Predicting Exchange Rate Vola…Forecasting exchange rate volatility using autoregressive random variance model (1999)Forecasting exchange rate vol…Threshold heteroskedastic models (1994)Threshold heteroskedastic mod…On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Modelling Financial Time Series. (1987)Modelling Financial Time Seri…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…The Pricing of Options and Corporate Liabilities (1973)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Econometric Analysis of Cross Section and Panel Data (2001)Oil prices and the stock prices of alternative energy companies (2007)Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis (2011)The Impact of Corporate Social Responsibility Disclosure on Financial Performance: Evidence from the GCC Islamic Banking Sector (2016)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)ARCH modeling in finance (1992)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Book Review: Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Multivariate Simultaneous Generalized ARCH (1995)Board diversity and firm performance: The Indonesian evidence (2011)Impact of oil price shocks on output, inflation and the real exchange rate: evidence from selected ASEAN countries (2015)Multivariate GARCH models: a surveyAsymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Multivariate GARCH models: a survey (2006)Modelling of extremal events in insurance and finance (1994)Modeling and Forecasting Realized Volatility (2003)A power GARCH examination of the gold market (2006)Modeling and forecasting petroleum futures volatility (2006)Bootstrapping the Portmanteau Tests in Weak Auto-Regressive Moving Average Models (2015)The Cross‐Section of Volatility and Expected Returns (2006)A Comparison of Alternative Forecast Models of REIT Volatility (2009)The effects of Federal funds rate surprises on S&P 500 volatility and volatility risk premium (2012)Forecasting IT security vulnerabilities – An empirical analysis (2019)
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References

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  • 2012Modeling the exchange rate volatility, using generalized autoregressive conditionally heteroscedastic (GARCH) type models: Evidence from Pakistan33 cited
  • 2011Exchange rate volatility and foreign direct investment (FDI) behavior in Pakistan: A time series analysis with auto regressive distributed lag (ARDL) application31 cited
  • 1999Forecasting exchange rate volatility using autoregressive random variance model21 cited
  • 2010

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Modeling Exchange Rate Volatility
20 cited
  • 2005Exchange rate instability and trade : the case of Pakistan20 cited
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