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.
1998
Details
TitleParametric 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.
Call number
IMF/WP/98/29
Series
Date[Washington, D.C.] : International Monetary Fund, 1998.
Description
39 p. : ill., tables.
Notes
Cover title.
At head of title: International Monetary Fund, Policy Development and Review Department.
Bibliography: p. 37-39.
At head of title: International Monetary Fund, Policy Development and Review Department.
Bibliography: p. 37-39.