Modelling exchange rate returns: which flexible distribution to use?
Author:
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/14697688.2014.942231
Reference43 articles.
1. Mixed Diffusion-Jump Process Modeling of Exchange Rate Movements
2. A Test of Goodness of Fit
3. Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t -distribution
4. Apparent scaling
5. A New Class of Multivariate Skew Densities, With Application to Generalized Autoregressive Conditional Heteroscedasticity Models
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