Higher moments and exchange rate behavior

Khademalomoom, Siroos, Narayan, Paresh Kumar and Sharma, Susan Sunila 2019, Higher moments and exchange rate behavior, Financial review, vol. 54, no. 1, pp. 201-229, doi: 10.1111/fire.12171.

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Title Higher moments and exchange rate behavior
Author(s) Khademalomoom, Siroos
Narayan, Paresh KumarORCID iD for Narayan, Paresh Kumar orcid.org/0000-0001-7934-8146
Sharma, Susan SunilaORCID iD for Sharma, Susan Sunila orcid.org/0000-0002-7297-1557
Journal name Financial review
Volume number 54
Issue number 1
Start page 201
End page 229
Total pages 29
Publisher Wiley
Place of publication Chichester, Eng.
Publication date 2019-02
ISSN 0732-8516
1540-6288
Keyword(s) foreign exchange
high frequency
modeling
higher moments
trading strategy
C5
C58
F31
G15
Language eng
DOI 10.1111/fire.12171
Field of Research 1502 Banking, Finance And Investment
HERDC Research category C1 Refereed article in a scholarly journal
Copyright notice ©2019, The Eastern Finance Association
Persistent URL http://hdl.handle.net/10536/DRO/DU:30117092

Document type: Journal Article
Collections: Faculty of Business and Law
Department of Finance
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