Efficiency characteristics of Indian exchange rates
An Empirical Analysis
This book focuses on examining the martingale and long memory characteristics of the Indian exchange rates relative to US Dollar, Great Britain Pound (GBP), Euro and Japanese Yen. However, the analysis can be extended to any financial time series. This book also reviews the various methods to study the martingale property and long memory property of the financial time series. This book can be helpful to research scholars who want to pursue research in this area.
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Produktdetails
- ISBN: 978-3-659-46430-0
- EAN: 9783659464300
- Produktnummer: 37416920
- Verlag: LAP Lambert Academic Publishing
- Sprache: Englisch
- Erscheinungsjahr: 2013
- Seitenangabe: 108 S.
- Masse: H22.0 cm x B15.0 cm x D0.6 cm 179 g
- Abbildungen: Paperback
- Gewicht: 179
Über den Autor
Dilip Kumar is pursuing Ph.D. in Finance at Institute for Financial Management and Research (IFMR), Chennai. His areas of interest include Extreme value volatility estimator - Bias correction procedures for efficient estimation of volatility; Robust volatility estimators; Modeling extreme value conditional volatility.
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