search query: @author Satchell, S.E. / total: 5
reference: 2 / 5
| Author: | Bond, S.A. Satchell, S.E. |
| Title: | Asymmetry and downside risk in foreign exchange markets |
| Journal: | European Journal of Finance
2006 : JUN, VOL. 12:4, p. 313-332 |
| Index terms: | asymmetric information foreign exchange market risk |
| Language: | eng |
| Abstract: | This article examines the double gamma distribution as a way to model asymmetry in the conditional distribution of financial data. The model is applied to exchange rate data from mature and emerging market countries. |
SCIMA