Keywords: Cumulative partial sum
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Journal Articles
Journal of Economic and Administrative Sciences (2021) 37 (2): 149–162.
Published: 09 July 2020
... for the study. Exchange rate volatility is generated using generalised autoregressive conditional heteroscedacity (1,1), while the asymmetric components of exchange rate volatility are generated using a refined approach of cumulative partial sum developed by Granger and Yoon (2002). Two-step generalised method...

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