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Modeling exchange rate return volatility of RMB/USD using GARCH family models
Journal of Chinese Economic and Business Studies Pub Date : 2019-04-03 , DOI: 10.1080/14765284.2019.1600933 Agya Atabani Adi 1, 2
Journal of Chinese Economic and Business Studies Pub Date : 2019-04-03 , DOI: 10.1080/14765284.2019.1600933 Agya Atabani Adi 1, 2
Affiliation
The paper examines volatility of RMB exchange rate return of onshore and offshore markets. The onshore rate covered 4/01/2008–5/09/2016 while offshore spanned 31/12/2008-22/09/2016, the returns wer...
中文翻译：
使用GARCH族模型建模人民币/美元的汇率收益波动率
本文考察了在岸和离岸市场人民币汇率收益的波动性。在岸利率涵盖4/01 / 2008–5 / 09/2016，而离岸利率涵盖31/12 / 2008-22 / 09/2016，回报率...
更新日期：2019-04-03
中文翻译：
使用GARCH族模型建模人民币/美元的汇率收益波动率
本文考察了在岸和离岸市场人民币汇率收益的波动性。在岸利率涵盖4/01 / 2008–5 / 09/2016，而离岸利率涵盖31/12 / 2008-22 / 09/2016，回报率...
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