Research Journal of Applied Sciences

Year: 2018
Volume: 13
Issue: 12
Page No. 725 - 728

The Extreme Currency Exchange Rate in South East Asia Using Classical and Bayesian Methods

Authors : Arisman Adnan, Rado Yendra, Muhammad Marizal and Ahmad Fudholi

References

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Chong, C.W., L.S. Chun and M.I. Ahmad, 2002. Modeling the volatility of currency exchange rate using GARCH model. Petranka J. Soc. Sci. Hum., 10: 85-95.
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Liu, Y. and R.J. Mahieu, 2010. Exchange rate predictability: Bayesian model selection. Master Thesis, Network for Studies on Pensions, Aging and Retirement, Tilburg University, Tilburg, Netherlands.

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