How Long to Read Parametric Distributional Flexibility and Conditional Variance Models with an Application to Hourly Exchange Rates

How Long Does it Take to Read Parametric Distributional Flexibility and Conditional Variance Models with an Application to Hourly Exchange Rates?

It takes the average reader and 40 minutes to read Parametric Distributional Flexibility and Conditional Variance Models with an Application to Hourly Exchange Rates by Ms.Jenny N. Lye

Assuming a reading speed of 250 words per minute. Learn more

Description

This paper builds on the ARCH approach for modeling distributions with time-varying conditional variance by using the generalized Student t distribution. The distribution offers flexibility in modeling both leptokurtosis and asymmetry (characteristics seen in high-frequency financial time series data), nests the standard normal and Student t distributions, and is related to the Gram Charlier and mixture distributions. An empirical ARCH model based on this distribution is formulated and estimated using hourly exchange rate returns for four currencies. The generalized Student t is found to...

How long is Parametric Distributional Flexibility and Conditional Variance Models with an Application to Hourly Exchange Rates?

Parametric Distributional Flexibility and Conditional Variance Models with an Application to Hourly Exchange Rates by Ms.Jenny N. Lye is 40 pages long, and a total of 10,000 words.

This makes it 13% the length of the average book. It also has 12% more words than the average book.

How Long Does it Take to Read Parametric Distributional Flexibility and Conditional Variance Models with an Application to Hourly Exchange Rates Aloud?

The average oral reading speed is 183 words per minute. This means it takes and 54 minutes to read Parametric Distributional Flexibility and Conditional Variance Models with an Application to Hourly Exchange Rates aloud.

What Reading Level is Parametric Distributional Flexibility and Conditional Variance Models with an Application to Hourly Exchange Rates?

Parametric Distributional Flexibility and Conditional Variance Models with an Application to Hourly Exchange Rates is suitable for students ages 8 and up.

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