GARCH based ARIMA forecast for Indian Rupee/US Dollar exchange rate
Kanchan Datta and Chandan Kumar Mukhopadhyay
| Year of publication: |
2012
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|---|---|
| Authors: | Datta, Kanchan ; Mukhopadhyay, Chandan Kumar |
| Published in: |
The Indian journal of economics. - Prayagraj (India) : Department of Economics and Commerce, ISSN 0019-5170, ZDB-ID 218230-0. - Vol. 92.2012, 3, p. 479-498
|
| Subject: | US-Dollar | US dollar | Wechselkurs | Exchange rate | Prognose | Forecast | ARCH-Modell | ARCH model | ARMA-Modell | ARMA model | Indien | India | 2007-2009 |
| 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/10009563783