Appendix3_parameter_est.pdf
Creators:
Kai-Li Wang
;
Christopher Fawson
;
Christopher B. Barrett
;
James B. McDonald
From the dataset abstract
Many asset prices, including exchange rates, exhibit periods of stability punctuated by infrequent, substantial, often one-sided adjustments. Statistically, this generates empirical...
Source: A flexible parametric GARCH model with an application to exchange rates (replication data)
Metadata
| Field | Value |
|---|---|
| Format | application/pdf |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/c0103e97-535a-46cf-a1ab-6d468fa7ad33/resource/171ee8c8-ced4-4eb8-bf4b-053f4c976699/download/appendix3_parameter_est.pdf |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
