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      Permanent link:
      https://www.ias.ac.in/article/fulltext/sadh/045/0084

    • Keywords

       

      Volatility; exchange rate; Heteroskedastacity; GARCH; ARMA

    • Abstract

       

      In this paper, the most significant contribution has been a change in the focus of research on exchange rate volatility from a traditional emphasis on events in India to a more comparative approach that examines the experiences of many countries simultaneously. The focus is on using Generalized Auto Regressive Conditional Heteroskedasticity (GARCH) to understand the behavior of British Pound, United States Dollar, Euro and Japanese Yen versus Indian Rupee.

    • Author Affiliations

       

      S RAVI KUMAR RAJU1 AVADHANI PERI

      1. Department of Computer Science and Systems Engineering, College of Engineering(A), Andhra University, Visakhapatnam, India
    • Dates

       
  • Sadhana | News

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