Mean and volatility dynamics of indian rupee/US dollar exchange rate series: an empirical investigation

DOI10.1007/S10690-007-9034-0zbMath1131.91376OpenAlexW2040383343WikidataQ56288048 ScholiaQ56288048MaRDI QIDQ878216

Rituparna Kar, Nityananda Sarkar

Publication date: 26 April 2007

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10690-007-9034-0

zbMATH Keywords

GARCHmisspecificationexchange ratestructural breakQuandt-Andrews testtime-series modelling

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Related Items (1)

Exchange rates in India: current account monetarism in a nonlinear context

Cites Work

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