Modelling exchange rate returns: which flexible distribution to use?
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Publication:4619490
DOI10.1080/14697688.2014.942231zbMath1406.91505OpenAlexW2026672835MaRDI QIDQ4619490
Publication date: 6 February 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2014.942231
normal inverse Gaussian distributionrisk managementgeneralized lambda distributionexchange rate returnsJohnson family of distributionsskewed \(t\) distribution
Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)
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Cites Work
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