Forex forecasting by using NGARCH model

Foreign Exchange (Forex) is the market where a nation's currency trade with another. Flexible exchange rate started in 1973 since Bretton Woods Agreement was breakdown and it because the fluctuating exchange rate moves more drastically then before. Thus, forecasting exchange rates have become v...

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Bibliographic Details
Main Author: Gan, Long Fatt
Format: Thesis
Language:English
Published: 2009
Subjects:
Online Access:http://eprints.utm.my/id/eprint/12326/6/GanLongFattMFS2009.pdf
http://eprints.utm.my/id/eprint/12326/
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