Score-driven models of stochastic seasonality in location and scale : an application case study of the Indian rupee to USD exchange rate
Astrid Ayala and Szabolcs Blazsek
| Year of publication: |
2019
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|---|---|
| Authors: | Ayala, Astrid ; Blazsek, Szabolcs |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 51.2019, 37, p. 4083-4103
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| Subject: | dynamic conditional score (DCS) models | Indian rupee to USD (INR/USD) exchange rate | robustness to extreme observations | seasonal volatility | stochastic seasonality | Indien | India | Wechselkurs | Exchange rate | Volatilität | Volatility | Saisonale Schwankungen | Seasonal variations | Zeitreihenanalyse | Time series analysis | Saisonkomponente | Seasonal component |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2019.1588952 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012196964