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An empirical analysis of stochastic behavior of Sri Lanka exchange rate changes Cover

An empirical analysis of stochastic behavior of Sri Lanka exchange rate changes

Journal of Management
Volume 12 (2015): Issue 2
By:  and    
Open Access
|Oct 2015
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DOI: https://doi.org/10.4038/jm.v12i2.7577 | Journal eISSN: 1391-8230
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Language: English
Page range: 62 - 82
Published on: Oct 30, 2015
Published by: South Eastern University of Sri Lanka
In partnership with: Paradigm Publishing Services
Keywords:
Exchange rate return,
Fatter tails,
Volatility,
Confidence coefficient,
GARCH

© 2015 S. Sivarajasingham, R. O. Thattil, published by South Eastern University of Sri Lanka
This work is licensed under the Creative Commons License.

Volume 12 (2015): Issue 2
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