Score-driven models of stochastic seasonality in location and scale : an application case study of the Indian rupee to USD exchange rate
Astrid Ayala and Szabolcs Blazsek
| Year of publication: |
2019
|
|---|---|
| Authors: | Ayala, Astrid ; Blazsek, Szabolcs |
| Subject: | dynamic conditional score (DCS) models | Indian rupee to USD (INR/USD) exchange rate | robustness to extreme observations | seasonal volatility | stochastic seasonality | Wechselkurs | Exchange rate | Volatilität | Volatility | Indien | India | Saisonale Schwankungen | Seasonal variations | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Saisonkomponente | Seasonal component |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2019.1588952 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012196964