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

Author(s)

• Lye, Jenny N.
• Martin, Vance L.
• Teo, Leslie Eng Sipp
• Sharer, Robert
• International Monetary Fund. Policy Development and Review Dept

Bibliographic Information

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

prepared by Jenny N. Lye, Vance L. Martin, and Leslie E. Teo ; authorized for distribution by Robert Sharer

（IMF working paper, WP/98/29）

International Monetary Fund, c1998

Note

"March 1998"

Bibliography : p. 37-39

Details

• NCID: BA46847727
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: [Washington, D.C.]
• Pages/Volumes: 39 p.
• Size: 28 cm
• Parent Bibliography ID:
  • BA27768827