Modelling volatility and forecasting of exchange rate of British pound sterling and Indian rupee
Sanjeev Gupta and Sachin Kashyap (Department of Accounting and Finance, Central University of Himachal Pradesh, Kangra, India)
| Year of publication: |
2016
|
|---|---|
| Authors: | Gupta, Sanjeev ; Kashyap, Sachin |
| Published in: |
Journal of modelling in management. - Bingley : Emerald Group Publishing Limited, ISSN 1746-5664, ZDB-ID 2258349-X. - Vol. 11.2016, 2, p. 389-404
|
| Subject: | Forecasting | Time series | Exchange rate | Neural networks | Back propagation algorithm | Heteroscedasticity | Wechselkurs | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Indien | India | Neuronale Netze | Pfund Sterling | Pound Sterling | Volatilität | Volatility | Großbritannien | United Kingdom | Schätzung | Estimation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JM2-04-2014-0029 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011529491