The statistical distribution of exchange rates: Empirical evidence and economic implications
- 31 May 1987
- journal article
- Published by Elsevier BV in Journal of International Economics
- Vol. 22 (3-4), 297-319
- https://doi.org/10.1016/s0022-1996(87)80025-9
Abstract
No abstract availableKeywords
This publication has 21 references indexed in Scilit:
- OFF THE MARK: LESSONS FOR EXCHANGE RATE MODELLING *Oxford Economic Papers, 1987
- Foreign exchange market efficiency tests: Implications of recent empirical findingsJournal of International Money and Finance, 1986
- Stable Distributions and the Mixtures of Distributions Hypotheses for Common Stock ReturnsJournal of the American Statistical Association, 1983
- In search of the exchange risk premium: A six-currency test assuming mean-variance optimizationJournal of International Money and Finance, 1982
- Short-run fluctuations in foreign exchange rates: Evidence from the data 1973–1979Journal of International Economics, 1982
- A Comparison of the Stable and Student Distributions as Statistical Models for Stock PricesThe Journal of Business, 1974
- A Reexamination of the Empirical Distribution of Stock Price ChangesJournal of the American Statistical Association, 1973
- Parameter Estimates for Symmetric Stable DistributionsJournal of the American Statistical Association, 1971
- Some Properties of Symmetric Stable DistributionsJournal of the American Statistical Association, 1968
- On some expansions of stable distribution functionsArkiv för Matematik, 1952