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- Fri Apr 10, 2015 6:02 am
- Forum: Econometric Discussions
- Topic: EGARCH - Exchange Rates
- Replies: 0
- Views: 1906
EGARCH - Exchange Rates
Hi, I am currently studying econometrics and wanted some clarification and confirmation I am on the right lines. I wanted to initially see the impact on exchange rate movements on the stock market, so from reading I realised that I needed to use the egarch method but I am not entirely sure if I am o...