Theoretical Economics Letters

Vol.8 No.6(2018), Paper ID 83919, 30 pages

DOI:10.4236/tel.2018.86079

 

Unravelling the Cipher of Indian Rupee’s Volatility: Testing the Forecasting Efficacy of the Rolling Symmetric and Asymmetric GARCH Models

 

Shalini Talwar, Aparna Bhat

 

Department of Finance, K J Somaiya Institute of Management Studies and Research, Mumbai, India
Department of Finance, K J Somaiya Institute of Management Studies and Research, Mumbai, India

 

Copyright © 2018 Shalini Talwar, Aparna Bhat et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Talwar, S. and Bhat, A. (2018) Unravelling the Cipher of Indian Rupee’s Volatility: Testing the Forecasting Efficacy of the Rolling Symmetric and Asymmetric GARCH Models. Theoretical Economics Letters, 8, 1188-1217. doi: 10.4236/tel.2018.86079.

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