Univariate forecasting of Indian exchange rates : a comparison
Biswajit Maitra
| Year of publication: |
2015
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|---|---|
| Authors: | Maitra, Biswajit |
| Published in: |
International journal of computational economics and econometrics. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-1170, ZDB-ID 2550146-X. - Vol. 5.2015, 3, p. 272-288
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| Subject: | exchange rates | random walk | ARIMA forecast | autoregressive conditional heteroscedasticity | GARCH | generalised autoregressive conditional heteroscedasticity | univariate forecast | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | ARMA-Modell | ARMA model | Prognose | Forecast | Indien | India | Random Walk | Random walk | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJCEE.2015.070616 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011413816