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"A Wavelet-Decomposed WD-ARMA-GARCH-EVT Model Approach to Comparing the ..."

Thabani Ndlovu, Delson Chikobvu (2023)

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DOI: 10.3390/DATA8070122

access: open

type: Journal Article

metadata version: 2024-01-13

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  - journals/data/NdlovuC23
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  - https://dblp.org/rec/journals/data/NdlovuC23
Thabani Ndlovu, Delson Chikobvu:
A Wavelet-Decomposed WD-ARMA-GARCH-EVT Model Approach to Comparing the Riskiness of the BitCoin and South African Rand Exchange Rates. Data 8(7): 122 (2023)

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