Mean and volatility dynamics of indian rupee/US dollar exchange rate series: an empirical investigation (Q878216)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean and volatility dynamics of indian rupee/US dollar exchange rate series: an empirical investigation |
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Mean and volatility dynamics of indian rupee/US dollar exchange rate series: an empirical investigation (English)
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26 April 2007
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exchange rate
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GARCH
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misspecification
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Quandt-Andrews test
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structural break
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time-series modelling
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