Comparison of Different Expanded GED-GARCH for Exchange Rate Volatility

Yan Gao, Dongmei Li, Lihui Zhou. Comparison of Different Expanded GED-GARCH for Exchange Rate Volatility. In Chunfeng Liu, Leizhen Wang, Aimin Yang, editors, Information Computing and Applications - Third International Conference, ICICA 2012, Chengde, China, September 14-16, 2012. Proceedings, Part I. Volume 307 of Communications in Computer and Information Science, pages 421-426, Springer, 2012. [doi]

Abstract

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