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~subject:"Exchange rate"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"dynamic conditional score (DCS)"
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Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar
Ayala, Astrid
;
Blazsek, Szabolcs
- In:
SERIEs : Journal of the Spanish Economic Association
10
(
2019
)
1
,
pp. 65-92
In this paper we introduce new
Dynamic
Conditional
Score
(
DCS
) models for the Skew-Gen-t (Skewed Generalized t) and NIG …
Persistent link: https://www.econbiz.de/10012033379
Saved in:
2
Score-driven models of stochastic seasonality in location and scale : an application case study of the Indian rupee to USD exchange rate
Ayala, Astrid
;
Blazsek, Szabolcs
- In:
Applied economics
51
(
2019
)
37
,
pp. 4083-4103
Persistent link: https://www.econbiz.de/10012196964
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