Modelling exchange rate returns: which flexible distribution to use? (Q4619490): Difference between revisions

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Latest revision as of 01:53, 18 July 2024

scientific article; zbMATH DE number 7013611
Language Label Description Also known as
English
Modelling exchange rate returns: which flexible distribution to use?
scientific article; zbMATH DE number 7013611

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    Modelling exchange rate returns: which flexible distribution to use? (English)
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    6 February 2019
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    exchange rate returns
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    generalized lambda distribution
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    skewed \(t\) distribution
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    Johnson family of distributions
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    normal inverse Gaussian distribution
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    risk management
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