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subject:"Exchange rate"
institution:"Centre for Quantitative Economics & Computing"
~institution:"Internationaler Währungsfonds / Policy Development and Review Department"
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Exchange rate
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Discussion papers in quantitative economics and computing / E
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Parametric distributional flexibility and conditional variance models with an application to hourly exchange rates
Lye, Jenny N.
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1998
Persistent link: https://www.econbiz.de/10000991823
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Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy
Brooks, Chris
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1997
Persistent link: https://www.econbiz.de/10000978781
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Testing for nonlinearity in daily sterling exchange rates
Brooks, Chris
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1995
Persistent link: https://www.econbiz.de/10000911564
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