Modelling exchange rate returns: which flexible distribution to use? (Q4619490)
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scientific article; zbMATH DE number 7013611
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Modelling exchange rate returns: which flexible distribution to use? |
scientific article; zbMATH DE number 7013611 |
Statements
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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0.7601508498191833
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0.7309496998786926
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0.7278963327407837
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0.7222381830215454
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0.7197548747062683
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