Browsing School of Pure and Applied Sciences by Author "Dieu, Ntawihebasenga J."
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Estimation of Risk in Rwanda Exchange Rate
Dieu, Ntawihebasenga J.; Mwita, Peter N.; Mung’atu, J. K. (2014)Generalized Autoregressive Conditional Heteroskedasticity (GARCH) approach was applied to Rwanda Exchange rate returns to estimating current volatility. We fitted autoregressive (AR) model with GARCH errors to the daily ...