Browsing 2014 by Issue Date

Now showing items 21-22 of 22

Inflation Hedging in India

Dey, Shubhasis (Indian Institute of Management Kozhikode, 2014-11)

Inflation in India has been moderately high and volatile. In this paper we provide an estimate of the conditional mean and variance of CPI and WPI inflation rates with the help of a GARCH (1, 1) model. Under an environment ...
A Phase-II Nonparametric Cusum Chart with an Application to Exchange Rates Data

Mukherjee, A; Marozzi, M; Chowdhury, Shovan (Indian Institute of Management Kozhikode, 2014-11)

Recently, Chowdhury et al. (2014a) proposed a single distribution-free Shewhart-type control chart based on the Cucconi (1968) test statistic for monitoring shift in the unknown location and scale parameters of a process ...

Now showing items 21-22 of 22

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