Shodhganga : a reservoir of Indian theses @ INFLIBNET
The Shodhganga@INFLIBNET Centre provides a platform for research students to deposit their Ph.D. theses and make it available to the entire scholarly community in open access.
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10603/474000
| Title: | Garch Modelling with the Application to Ethiopian Foreign Exchange Rate |
| Researcher: | Salie Ayalew Redie |
| Guide(s): | L K Mohana Rao |
| Keywords: | Mathematics Physical Sciences Statistics and Probability |
| University: | Andhra University |
| Completed Date: | 2013 |
| 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 |
| Pagination: | 185 pg |
| URI: | http://hdl.handle.net/10603/474000 |
| Appears in Departments: | Department of Statistics |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 01_title.pdf | Attached File | 464.64 kB | Adobe PDF | View/Open |
| 02_prelim pages.pdf | 1.29 MB | Adobe PDF | View/Open | |
| 03_content.pdf | 837.85 kB | Adobe PDF | View/Open | |
| 04_abstract.pdf | 412.31 kB | Adobe PDF | View/Open | |
| 05_chapter 1.pdf | 708.9 kB | Adobe PDF | View/Open | |
| 06_chapter 2.pdf | 1.59 MB | Adobe PDF | View/Open | |
| 07_chapter 3.pdf | 1.52 MB | Adobe PDF | View/Open | |
| 08_chapter 4.pdf | 3.7 MB | Adobe PDF | View/Open | |
| 09_chapter 5.pdf | 1.65 MB | Adobe PDF | View/Open | |
| 10_annexures.pdf | 896.51 kB | Adobe PDF | View/Open | |
| 80_recommendation.pdf | 1.71 MB | Adobe PDF | View/Open |
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