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

著者

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

書誌事項

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

注記

"March 1998"

Bibliography : p. 37-39

詳細情報

• NII書誌ID(NCID): BA46847727
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: [Washington, D.C.]
• ページ数/冊数: 39 p.
• 大きさ: 28 cm
• 親書誌ID:
  • BA27768827