Efficiency characteristics of Indian exchange rates Год выпуска: 2013Автор: Dilip KumarИздательство: LAP Lambert Academic PublishingСтраниц: 108ISBN: 9783659464300Описание 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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