Journal of Mathematical Finance

Vol.7 No.1(2017), Paper ID 73941, 24 pages

DOI:10.4236/jmf.2017.71007

 

Modeling Exchange Rate Volatility: Application of the GARCH and EGARCH Models

 

Manamba Epaphra

 

Department of Accounting and Finance, Institute of Accountancy Arusha, Arusha, Tanzania

 

Copyright © 2017 Manamba Epaphra et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Epaphra, M. (2017) Modeling Exchange Rate Volatility: Application of the GARCH and EGARCH Models. Journal of Mathematical Finance, 7, 121-143. doi: 10.4236/jmf.2017.71007.
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