In this paper, the most significant contribution has been a change in the focus of research on exchange rate volatility from a traditional emphasis on events in India to a more comparative approach that examines the experiences of many countries simultaneously. The focus is on using Generalized Auto Regressive Conditional Heteroskedasticity (GARCH) to understand the behavior of British Pound, United States Dollar, Euro and Japanese Yen versus Indian Rupee.

中文翻译：

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卢比奥德赛

在本文中，最重要的贡献是汇率波动研究的重点从传统上对印度事件的强调转向了一种比较性方法，该方法同时考察了许多国家的经验。重点是使用广义自回归条件异方差（GARCH）来了解英镑，美元，欧元和日元对印度卢比的行为。