EMPIRICAL PROPERTIES OF FOREIGN-EXCHANGE RATES

[1] Bergstrom H., 1952, ARK MAT, V2, P375, DOI DOI 10.1007/BF02591503

[2] COMPARISON OF STABLE AND STUDENT DISTRIBUTIONS AS STATISTICAL MODELS FOR STOCK PRICES [J]. JOURNAL OF BUSINESS, 1974, 47 (02) : 244 - 280

[3] BLATTBERG RC, 1975, 7501 U CHIC CTR MATH

[4] SPOT RATES, FORWARD RATES AND EXCHANGE MARKET EFFICIENCY [J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (01) : 55 - 65

[5] SOME PROPERTIES OF SYMMETRIC STABLE DISTRIBUTIONS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1968, 63 (323) : 817 - &

[6] FRIEDMAN M, 1953, ESSAYS MONETARY EC

[7] GIDDY IH, 1975, J INT BUSINESS STUDI, V5, P1

[8] DISTRIBUTION OF SHARE PRICE CHANGES [J]. JOURNAL OF BUSINESS, 1972, 45 (01) : 49 - 55

[9] EXAMINATION OF FOREIGN-EXCHANGE RISK UNDER FIXED AND FLOATING RATE REGIMES [J]. JOURNAL OF INTERNATIONAL ECONOMICS, 1977, 7 (02) : 181 - 200

[10] 1967, JUL RAT DEB SEM AM E

[1] Bergstrom H., 1952, ARK MAT, V2, P375, DOI DOI 10.1007/BF02591503

[2] COMPARISON OF STABLE AND STUDENT DISTRIBUTIONS AS STATISTICAL MODELS FOR STOCK PRICES [J]. JOURNAL OF BUSINESS, 1974, 47 (02) : 244 - 280

[3] BLATTBERG RC, 1975, 7501 U CHIC CTR MATH

[4] SPOT RATES, FORWARD RATES AND EXCHANGE MARKET EFFICIENCY [J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (01) : 55 - 65

[5] SOME PROPERTIES OF SYMMETRIC STABLE DISTRIBUTIONS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1968, 63 (323) : 817 - &

[6] FRIEDMAN M, 1953, ESSAYS MONETARY EC

[7] GIDDY IH, 1975, J INT BUSINESS STUDI, V5, P1

[8] DISTRIBUTION OF SHARE PRICE CHANGES [J]. JOURNAL OF BUSINESS, 1972, 45 (01) : 49 - 55

[9] EXAMINATION OF FOREIGN-EXCHANGE RISK UNDER FIXED AND FLOATING RATE REGIMES [J]. JOURNAL OF INTERNATIONAL ECONOMICS, 1977, 7 (02) : 181 - 200

[10] 1967, JUL RAT DEB SEM AM E