Neural networks and ARMA-GARCH models for foreign exchange risk measurement and assessment | Research portal

Year of Publication :

Author:

Elysee Nsengiyumva, Joseph K. Mungatu, Idrissa Kayijuka, Charles Ruranga

College:

College of Business and Economics(CBE)

Research Discipline:

Publication type:

Publisher:

Taylor & Francis

Volume:

12

Issue:

1

Journal Name:

Cogent Economics & Finance