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A generalized parametric exponential family approach to modelling the distribution of exchange rate movements
Martin, Vance - 1991
Persistent link: https://www.econbiz.de/10000832855
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Modeling the distribution of highly volatile exchange-rate time series
Čobanov, Georgi S. (contributor) - 1996
Persistent link: https://www.econbiz.de/10000955836
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A quasi-bayesian approach to estimating parameters for mixtures of normal distributions
Hamilton, James D. - In: Journal of business & economic statistics : JBES ; a … 9 (1991) 1, pp. 27-39
Persistent link: https://www.econbiz.de/10001100526
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Simple diagnostic procedures for modeling financial time series
Palm, Franz C. - In: Allgemeines statistisches Archiv : AStA ; journal of … 81 (1997) 1, pp. 85-101
Persistent link: https://www.econbiz.de/10001217274
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An application of four foreign currency forecasting models to the US dollar and Mexican peso
Mehran, Jamshid - In: Global finance journal 8 (1997) 2, pp. 211-220
Persistent link: https://www.econbiz.de/10001233014
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Switching between chartists and fundamentalists : a Markov regime-switching approach
Vigfusson, Robert J. - In: International journal of finance & economics : IJFE 2 (1997) 4, pp. 291-305
Persistent link: https://www.econbiz.de/10001338173
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Dependence modelling of Malaysian Ringgit (MYR) and Thai Baht (THB) : the Markov switching model with dynamic copula approach (DCA) and bivariate extreme value approach
Prasert Chaitip; Chukiat Chaiboonsri - In: International journal of computational economics and … 6 (2016) 2, pp. 138-155
Persistent link: https://www.econbiz.de/10011704600
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The tail index of exchange rate returns
Koedijk, Kees; Schafgans, Marcia M. A.; Vries, Casper G. de - 1989 - Rev
Persistent link: https://www.econbiz.de/10000770879
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Gaussianity and nonlinearity of foreign exchange rates and macroeconomic time series
Terui, Nobuhiko; Kariya, Takeaki - 1997
Persistent link: https://www.econbiz.de/10000952482
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The VAR-VARCH model : a Bayesian approach
Polasek, Wolfgang; Kozumi, Hideo - 1995
Persistent link: https://www.econbiz.de/10000573313