a flexible parametric garch model with an application to exchange rates (replication data)
Data and Resources
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readme.wfbm.txt
TXT
Downloads: 12
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Appendix2_unit_root_tests.pdf
PDF
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Appendix2_unit_root_tests.ps
ps
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Appendix3_parameter_est.pdf
PDF
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Appendix3_parameter_est.ps
ps
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Appendix4_delta_derivations.pdf
PDF
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Appendix4_delta_derivations.ps
ps
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Kurt31.jpg
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Kurt45.jpg
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Kurt59.jpg
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ger.txt
TXT
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bri.txt
TXT
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fra.txt
TXT
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bel.txt
TXT
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ita.txt
TXT
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jap.txt
TXT
Downloads: 11