Fluctuation of exchange rate in India : an application of a Markov chain model
Kaushik Bhattacharya
| Year of publication: |
1997
|
|---|---|
| Authors: | Bhattacharya, Kaushik |
| Published in: |
Occasional papers / Reserve Bank of India. - Mumbai, ISSN 0972-7493, ZDB-ID 2077106-X. - Vol. 18.1997, 1, p. 25-36
|
| Subject: | Devisenmarkt | Foreign exchange market | Markov-Kette | Markov chain | Volatilität | Volatility | Schätzung | Estimation | Indien | India | 1993-1996 |
| Extent: | Graph. Darst |
|---|---|
| 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/10001230856