Forecasting Exchange Rate Volatility In India Under Univariate And Multivariate Analysis
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DOI: https://doi.org/10.59091/1410-8046.2050
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More about this item
Keywords
Exchange rate; Time series analysis; ARIMA; VAR; India;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- F31 - International Economics - - International Finance - - - Foreign Exchange
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