Long memory in Indian exchange rates : an application of power-law scaling analysis
Year of publication: |
2015
|
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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 | Volatilität | Volatility | Indien | India | Wechselkurs | Exchange rate | Schätztheorie | Estimation theory |
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