Is USD-INR really an excessively volatile currency pair?
Parthajit Kayal, S. Maheswaran
| Year of publication: |
2017
|
|---|---|
| Authors: | Kayal, Parthajit ; Maheswaran, S. |
| Published in: |
Journal of quantitative economics. - [New Delhi] : Springer India, ISSN 2364-1045, ZDB-ID 2842078-0. - Vol. 15.2017, 2, p. 329-342
|
| Subject: | Excess volatility | Foreign exchange | Random walk | Simulation | Extreme value estimator | Market efficiency | Volatilität | Volatility | Wechselkurs | Exchange rate | Effizienzmarkthypothese | Efficient market hypothesis | Random Walk | Devisenmarkt | Foreign exchange market | Schätztheorie | Estimation theory | Schätzung | Estimation | Börsenkurs | Share price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s40953-016-0054-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012418291