Exchange Rate Volatility Estimation Using GARCH Models, with Special Reference to Indian Rupee Against World Currencies
Year of publication: |
2015
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Authors: | Murari, Krishna |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Indien | India | Wechselkurs | Exchange rate | Volatilität | Volatility | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Wechselkurspolitik | Exchange rate policy |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: The IUP Journal of Applied Finance, Vol. 21, No. 1, January 2015, pp. 22-37 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 15, 2015 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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