Nonlinear dependence and conditional volatility in the Indian Rupee exchange rate
Madhumita Chakraborty
| Year of publication: |
Oktober 2015
|
|---|---|
| Authors: | Chakraborty, Madhumita |
| Published in: |
The IUP journal of applied economics. - Hyderabad : IUP Publ., ISSN 0972-6861, ZDB-ID 2618784-X. - Vol. 14.2015, 4, p. 7-26
|
| Subject: | Volatilität | Volatility | Wechselkurs | Exchange rate | Indien | India | ARCH-Modell | ARCH model | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011444156