An approximate entropy approach to examine the non-linear dependence in daily Indian exchange rates
Year of publication: |
2011
|
---|---|
Authors: | Kumar, Manish |
Published in: |
International Journal of Monetary Economics and Finance. - Inderscience Enterprises Ltd, ISSN 1752-0479. - Vol. 4.2011, 3, p. 309-325
|
Publisher: |
Inderscience Enterprises Ltd |
Subject: | exchange rates | ARIMA | GARCH | nonlinearity | approximate entropy | India | nonlinear dependence | asset pricing | risk management | policy making |
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