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Modeling variations in the cedi/dollar exchange rate in Ghana: an autoregressive conditional heteroscedastic (ARCH)

Michael Techie Quaicoe1, Frank B K Twenefour2, Emmanuel M Baah2

  • 1Western Royal Montessori School, P. O. Box 860, Takoradi, Ghana.

Springerplus
|July 17, 2015
PubMed

Keywords:
ACFARMAConditional mean with varianceDollar/cedi exchange rateForecastingGARCHPACF and ARCH effectTime series models

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