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

Year of Publication :

Author:

"Idrissa Kayijuka,Joseph K. Mung’atu, Charles Ruranga, Elysee Nsengiyumva"

College:

College of Business and Economics(CBE)

Research Discipline:

Publication type:

Publisher:

Taylor & Francis

Volume:

12

Issue:

1

Journal Name:

Cogent Economics & Finance,