The distribution of currency futures price changes: A two-piece mixture of normals approach

Ming-Shiun Pan, Kam C. Chan and Chi-Wing Fok

International Review of Economics & Finance, 1995, vol. 4, issue 1, 69-78

Date: 1995
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/1059-0560(95)90056-X
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:reveco:v:4:y:1995:i:1:p:69-78

Access Statistics for this article

International Review of Economics & Finance is currently edited by H. Beladi and C. Chen

More articles in International Review of Economics & Finance from Elsevier
Bibliographic data for series maintained by Catherine Liu (repec@elsevier.com).