Journal article

Parametric Distributional Flexibility and Conditional Variance Models with An Application to Hourly Exchange Rates

Jenny N Lye

IMF Working Papers | International Monetary Fund (IMF) | Published : 1998

DOI: 10.5089/9781451844771.001

University of Melbourne Researchers

Jenny Lye Author

Citation metrics

Keywords

35 Commerce, Management, Tourism and Services

3502 Banking, Finance and Investment

3802 Econometrics

3801 Applied Economics