Unravelling the cipher of Indian rupee's volatility : testing the forecasting efficacy of the rolling symmetric and asymmetric GARCH models
Shalini Talwar, Aparna Bhat
| Year of publication: |
April 2018
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|---|---|
| Authors: | Talwar, Shalini ; Bhat, Aparna |
| Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 8.2018, 6, p. 1188-1217
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| Subject: | Diebold-Mariano Test | Exchange Rate Volatility | GARCH Models | Generalized Error Distribution | Heteroscedasticity | Volatilität | Volatility | ARCH-Modell | ARCH model | Wechselkurs | Exchange rate | Indien | India | Schätztheorie | Estimation theory | Heteroskedastizität |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/tel.2018.86079 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011888179