| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5776335 | Journal of Computational and Applied Mathematics | 2017 | 28 Pages |
Abstract
Additionally, we evaluated impact of the Foreign Exchange Rate fluctuations on the VaR of SROCOIs that were calculated from the optimal models under two regimes using ARDL model. The results further demonstrated that foreign exchange rate fluctuations have significant and different impacts on the VaR of SROCOIs across regimes.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Mehdi Zolfaghari, Bahram Sahabi,