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Browsing ICACT–2021 by Subject "Exchange rate, GARCH, Volatility"

Browsing ICACT–2021 by Subject "Exchange rate, GARCH, Volatility"

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  • Madhubhashitha, WKR; Aponsu, GMLM (Faculty of Computing and Technology (FCT), University of Kelaniya, Sri Lanka, 2021)
    The volatility of daily exchange rate is a significant economic indicator for open economic countries like Sri Lanka, when considering the international level trade. Therefore, it is very important to be aware of the ...

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