Parametric distributional flexibility and conditional variance models with an application to hourly exchange rates

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Bibliographic Information

Title
"Parametric distributional flexibility and conditional variance models with an application to hourly exchange rates"
Statement of Responsibility
prepared by Jenny N. Lye, Vance L. Martin, and Leslie E. Teo ; authorized for distribution by Robert Sharer
Publisher
  • International Monetary Fund
Publication Year
  • c1998
Book size
28 cm

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Notes

"March 1998"

Bibliography : p. 37-39

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Details 詳細情報について

  • CRID
    1130282272698933760
  • NII Book ID
    BA46847727
  • Text Lang
    en
  • Country Code
    us
  • Title Language Code
    en
  • Place of Publication
    • [Washington, D.C.]
  • Data Source
    • CiNii Books
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