Efficiency characteristics of Indian exchange rates di Dilip Kumar edito da LAP Lambert Academic Publishing
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Efficiency characteristics of Indian exchange rates

An Empirical Analysis

EAN:

9783659464300

ISBN:

3659464309

Pagine:
108
Formato:
Paperback
Lingua:
Tedesco
Acquistabile con o la

Descrizione Efficiency characteristics of Indian exchange rates

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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