Marggie Ma, Jiangze Du, Kin Keung Lai. Modeling Volatility of Exchange Rate of Chinese Yuan against US Dollar Based on GARCH Models. In Lean Yu, Rongda Chen, Shouyang Wang, editors, Sixth International Conference on Business Intelligence and Financial Engineering, BIFE 2013, Hangzhou, China, November 14-16, 2013. pages 295-299, IEEE, 2013. [doi]
Abstract is missing.