Testing for long memory in volatility in the Indian Forex market
Anoop S. Kumar
| Year of publication: |
2014
|
|---|---|
| Authors: | Kumar, Anoop S. |
| Published in: |
Economic annals. - Beograd : [Verlag nicht ermittelbar], ISSN 0013-3264, ZDB-ID 864282-5. - Vol. 59.2014, 203, p. 75-90
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| Subject: | long memory | volatility | India | Forex | fractionally integrated models | FIGARCH | FIAPARCH | Indien | Volatilität | Volatility | Devisenmarkt | Foreign exchange market | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | US-Dollar | US dollar | Schätzung | Estimation |
| 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/10010510863