Higher Moments and Exchange Rate Behavior
Author:
Affiliation:
1. Department of Treasury and Finance Victoria Australia
2. Deakin University
Publisher
Wiley
Subject
Economics and Econometrics,Finance
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/fire.12171
Reference54 articles.
1. Distribution of Spot and Forward Exchange Rates: Empirical Evidence and Investor Valuation of Skewness and Kurtosis
2. A Trading Approach to Testing for Predictability
3. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility
4. Bank for International Settlements 2013.Triennial Central Bank Survey: Foreign exchange and derivatives market activity in 2013 Basel Switzerland.
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