Likelihood-based comparison of stable paretian and competing models: Evidence from daily exchange rates

Journal of Statistical Computation and Simulation

Volumn 72, Issue 4, 2002, Pages 341-353

  Tsionas, Efthymios G ^a  

^a ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS   (Greece)

Author keywords

Bayesian analysis; Exchange rates; GARCH; Stable distribution; Stochastic volatility; Unit roots

Indexed keywords

EID: 0038488102     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/00949650212843     Document Type: Article

References (25)

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