Long memory in Indian exchange rates : an application of power-law scaling analysis
Dilip Kumar and S. Maheswaran
| Year of publication: |
2015
|
|---|---|
| Authors: | Kumar, Dilip ; Maheswaran, S. |
| Published in: |
Macroeconomics and finance in emerging market economies. - London [u.a.] : Routledge, ISSN 1752-0843, ZDB-ID 2425758-8. - Vol. 8.2015, 1/3, p. 90-107
|
| Subject: | long-range dependence | time-varying Hurst exponent | generalized Hurst exponent (GHE) | power law | Zeitreihenanalyse | Time series analysis | Indien | India | Wechselkurs | Exchange rate | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory |
| 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/10011402342