The statistical distribution of exchange rates: Empirical evidence and economic implications
暂无分享,去创建一个
[1] J. B. Ramsey,et al. Estimating Mixtures of Normal Distributions and Switching Regressions , 1978 .
[2] K. Smillie,et al. An introduction to regression and correlation , 1966 .
[3] A. Zellner. Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student- t Error Terms , 1976 .
[4] R. M. Stulz,et al. A model of international asset pricing , 1981 .
[5] P. Boothe,et al. Off the Mark: Lessons for Exchange Rate Modelling , 1987 .
[6] Daniel Friedman,et al. Short-run fluctuations in foreign exchange rates: Evidence from the data 1973-1979 , 1982 .
[7] Stephen E. Fienberg,et al. The analysis of cross-classified categorical data , 1980 .
[8] W. Loh,et al. A New Method for Testing Separate Families of Hypotheses , 1985 .
[9] Anil K. Bera,et al. Efficient tests for normality, homoscedasticity and serial independence of regression residuals , 1980 .
[10] H. Bergström,et al. On some expansions of stable distribution functions , 1952 .
[11] J. D. Vinso,et al. Empirical Properties of Foreign Exchange Rates , 1978 .
[12] J. McFarland,et al. The Distribution of Foreign Exchange Price Changes: Trading Day Effects and Risk Measurement--A Reply , 1982 .
[13] Kenneth J. White,et al. A GENERAL COMPUTER PROGRAM FOR ECONOMETRIC METHODS- SHAZAM , 1978 .
[14] Janice Moulton Westerfield,et al. An examination of foreign exchange risk under fixed and floating rate regimes , 1977 .
[15] Bruce D. Fielitz,et al. Stable Distributions and the Mixtures of Distributions Hypotheses for Common Stock Returns , 1983 .
[16] A. Barnea,et al. A Reexamination of the Empirical Distribution of Stock Price Changes , 1973 .
[17] E. Fama,et al. Parameter Estimates for Symmetric Stable Distributions , 1971 .
[18] Kenneth J. Singleton,et al. On Unit Roots and the Empirical Modeling of Exchange Rates , 1982 .
[19] Jeffrey A. Frankel,et al. In search of the exchange risk premium: A six-currency test assuming mean-variance optimization , 1982 .
[20] Robert C. Blattberg,et al. A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices: Reply , 1974 .
[21] B. Mandelbrot. The Variation of Certain Speculative Prices , 1963 .
[22] P. Boothe,et al. Foreign exchange market efficiency tests: Implications of recent empirical findings , 1986 .
[23] E. Fama,et al. Some Properties of Symmetric Stable Distributions , 1968 .