haku: @indexterm FOREIGN EXCHANGE MARKET / yhteensä: 170
viite: 3 / 170
| Tekijä: | Bond, S.A. Satchell, S.E. |
| Otsikko: | Asymmetry and downside risk in foreign exchange markets |
| Lehti: | European Journal of Finance
2006 : JUN, VOL. 12:4, p. 313-332 |
| Asiasana: | asymmetric information foreign exchange market risk |
| Kieli: | eng |
| Tiivistelmä: | 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