By Topic

An demonstrative analysis on volatility features of RMB exchange rate based on ARCH Family Models

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

3 Author(s)
Dehong Lu ; College of Economics and Management Northwest A&F University Yangling, Shaanxi, China, 712100 ; Yan, Wenshou ; Xi, Yang

With RMB exchange rate reforming, the volatility range of RMB exchange rate increase quickly, and financial institutions are facing the high risk of exchange rate too. Based on ARCH Family Models, the volatility of US$ / RMB exchange rate were measured and analyzed in use of the variance — covariance method, in the end, the article come out a few volatility features of RMB Exchange Rate.

Published in:

E -Business and E -Government (ICEE), 2011 International Conference on

Date of Conference:

6-8 May 2011