GARCH based ARIMA forecast for Indian Rupee/US Dollar exchange rate
Year of publication: |
2012
|
---|---|
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 |
-
RBI Forecast Vs. GARCH-Based ARIMA Forecast for Indian Rupee-US Dollar Exchange Rate : A Comparison
Datta, Kanchan, (2011)
-
Detecting some dynamic properties of the Euro/Dollar exchange rate
OsiĆska, Magdalena, (2006)
-
Estimating and forecasting generalized fractional long memory stochastic volatility models
Peiris, Shelton, (2016)
- More ...
-
Mukhopadhyay, Chandan Kumar, (2008)
-
Budget deficit and interest rate in SAARC countries : a time series approach
Datta, Kanchan, (2011)
-
Mukhopadhyay, Chandan Kumar, (2010)
- More ...