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The determinants of exchange rates and the movements of EUR/RON exchange rate via non-linear stochastic processes Cover

The determinants of exchange rates and the movements of EUR/RON exchange rate via non-linear stochastic processes

Proceedings of the International Conference on Business Excellence
Volume 11 (2017): Issue 1 (July 2017)
By:  and    
Open Access
|Aug 2017
Articles in this issue
DOI: https://doi.org/10.1515/picbe-2017-0099 | Journal eISSN: 2558-9652
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Language: English
Page range: 937 - 948
Published on: Aug 26, 2017
Published by: Bucharest University of Economic Studies
In partnership with: Paradigm Publishing Services
Publication frequency: 1 issue per year
Keywords:
Implied Volatility,
Leverage Effect,
EGARCH Model,
Heteroscedasticity,
Fat-tails,
Determinants of Exchange Rates,
Unit-Root Tests
Related subjects:
Business and economics,
Political economics,
Political economics, other,
Business management,
Business management, other,
Industrial chemistry,
Energy harvesting and conversion

© 2017 Andreea-Cristina Petrică, Stelian Stancu, published by Bucharest University of Economic Studies
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

Volume 11 (2017): Issue 1 (July 2017)
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