Browsing by Subject GARCH models
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Issue Date | Title | Sub-Title | Author(s) | Journal Name | Volume Number | Issue Number | Pages |
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2023 | New methods of structural break detection and an ensemble approach to analyse exchange rate volatility of Indian rupee during coronavirus pandemic | - | Mareeswaran, M ; Sen, Shubhajit ; Deb, Soudeep | Journal of the Royal Statistical Society, Series A (Statistics in Society) |