Browsing by Subject "GARCH model"

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    • Estimation of Risk in Rwanda Exchange Rate 

      Dieu, Ntawihebasenga J.; Mwita, Peter N.; Mung’atu, J. K. (2014)
      Generalized Autoregressive Conditional Heteroskedasticity (GARCH) approach was applied to Rwanda Exchange rate returns to estimating current volatility. We fitted autoregressive (AR) model with GARCH errors to the daily ...

    • MODELLING THE VOLATILITY OF EXCHANGE RATES IN RWANDESE MARKETS 

      Ntawihebasenga, Jean de Dieu; Mwita, Peter N.; Mung’atu, J.K. (European Centre for Research Training and Development UK, 2014-12)
      This work applied Generalized Autoregressive Conditional Heteroskedasticity (GARCH) approach to modelling volatility in Rwanda Exchange rate returns. The Autoregressive (AR) model with GARCH errors was fitted to the daily ...