A Cardan’s Discriminant Approach to Predicting Currency Crashes
This paper models large swings in exchange rates by introducing nonlinearity via the generalized normal (GEN) distribution [Lye, J.N., Martin, V.L., 1993. Robust estimation, nonnormalities and generalized exponential distributions. Journal of the American Statistical Association 88, 261-267]. As the...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2007
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/1094 https://ink.library.smu.edu.sg/context/lkcsb_research/article/2093/viewcontent/Cardan_2007_av.pdf |
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| Institution: | Singapore Management University |
| Language: | English |