Volatility Modeling of Currency Returns: A Bayesian Multivariate GARCH‐EVT Framework | Research portal

Year of Publication :

Author:

Ntawihebasenga, J. D. D., Ndengo, M., Uwilingiyimana, C., & Ndanguza, D.

College:

College of Science and Technology(CST)

Research Discipline:

Publication type:

Publisher:

Wiley Online Library

Volume:

2026

Issue:

1

Journal Name:

Journal of Probability and Statistics