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

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

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Material Type: 図書
Title: Parametric distributional flexibility and conditional variance models with an application to hourly exchange rates
Author/Editor: prepared by Jenny N. Lye, Vance L. Martin, and Leslie E. Teo ; authorized for distribution by Robert Sharer
Author Heading: Lye, Jenny N.
Martin, Vance L.
https://ci.nii.ac.jp/author/DA08117205
Teo, Leslie Eng Sipp
https://ci.nii.ac.jp/author/DA11324729
Sharer, Robert
International Monetary Fund. Policy Development and Review Dept
https://ci.nii.ac.jp/author/DA07187566
Publication, Distribution, etc.: International Monetary Fund
Publication Date: c1998
Publication Date (W3CDTF): 1998
Size: 28 cm
Place of Publication (Country Code): us
Text Language Code: en
Target Audience: 一般
Note (General): "March 1998"
Bibliography : p. 37-39
Related Material: IMF working paper
https://cir.nii.ac.jp/crid/1130000797708708096
Related Material (URI): https://ci.nii.ac.jp/ncid/BA46847727#entity
Periodical Title: IMF working paper
https://cir.nii.ac.jp/crid/1130000797708708096
Data Provider (Database): 国立情報学研究所 : CiNii Research
Original Data Provider (Database): CiNii Books
https://ci.nii.ac.jp/books
NCID: https://ci.nii.ac.jp/ncid/BA46847727 : BA46847727