Sarkar, A.; Barat, P. - In: Physica A: Statistical Mechanics and its Applications 364 (2006) C, pp. 362-368
In this paper, we investigate the scaling behavior of the average daily exchange rate returns of the Indian Rupee against four foreign currencies: namely, US Dollar, Euro, Great Britain Pound and Japanese Yen. The average daily exchange rate return of the Indian Rupee against US Dollar is found...