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Modeling exchange rate volatility using GARCH models: empirical analysis from five major currencies in Sri Lanka

International journal of applied research · 2020 · Vol. 6(6) · pp. 283–291
Financial Risk and Volatility ModelingMonetary Policy and Economic ImpactSri lankaAutoregressive conditional heteroskedasticityVolatility (finance)EconometricsEconomicsExchange rateMonetary economics
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