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Score-driven models of stochastic seasonality in location and scale: an application case study of the Indian rupee to USD exchange rate |
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| Authors: | Astrid Ayala |
| Institution: | School of Business, Universidad Francisco Marroquín, Guatemala City, Guatemala |
| Abstract: | |
| Keywords: | Indian rupee to USD (INR/USD) exchange rate dynamic conditional score (DCS) models stochastic seasonality seasonal volatility robustness to extreme observations |