Testing for long memory in volatility in the Indian Forex market

Anoop S. Kumar

Year of publication:	2014
Authors:	Kumar, Anoop S.
Published in:	Economic annals. - Beograd : [Verlag nicht ermittelbar], ISSN 0013-3264, ZDB-ID 864282-5. - Vol. 59.2014, 203, p. 75-90
Subject:	long memory \| volatility \| India \| Forex \| fractionally integrated models \| FIGARCH \| FIAPARCH \| Volatilität \| Volatility \| Indien \| ARCH-Modell \| ARCH model \| Devisenmarkt \| Foreign exchange market \| Wechselkurs \| Exchange rate \| Schätzung \| Estimation \| Zeitreihenanalyse \| Time series analysis \| ARMA-Modell \| ARMA model

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