Scaling behaviour of Treasury rates in India-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Scaling behaviour of Treasury rates in India

Published:2017-08-30 Issue:1 Volume:12 Page:1-23
ISSN:1752-0843
Container-title:Macroeconomics and Finance in Emerging Market Economies
language:en
Short-container-title:Macroeconomics and Finance in Emerging Market Economies

Author:

Hiremath Gourishankar S.¹^ORCID,Jha Kritarth²,Agarwal Ankur³

Affiliation:

1. Department of Humanities and Social Sciences, Indian Institute of Technology Kharagpur, Kharagpur, India

2. Faculty of Economics, University of Cambridge, Cambridge, UK

3. Department of Geology and Geophysics, Indian Institute of Technology Kharagpur, Kharagpur, India

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/17520843.2017.1358757

Reference58 articles.

1. Statistical physics in foreign exchange currency and stock markets

2. Long memory processes and fractional integration in econometrics

3. Multifractality of self-affine fractals

4. On Hurst exponent estimation under heavy-tailed distributions

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Calendar anomalies’ adaptiveness in exchange rates: evidence from the concordance coefficient and AR-GARCH tests;Managerial Finance;2024-08-22

2. Adaptive calendar effects and volume of extra returns in the cryptocurrency market;International Journal of Emerging Markets;2021-02-19

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP