Comparison Between Different Probability Distributions for Modeling Exchange Rate Volatility Behavior in Oil Countries for the Period 1990 – 2022

this study examines the distributional properties of exchange rate volatility for major oil-exporting developing economies from 1990-2022. Three probability distributions [ Normal, Fr'echet, and Log Normal] are compared using moment method and maximum likelihood approaches.The Bayesian information...

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Autor principal:	Awatif Al-Dubaicy
Formato:	Artigo
Idioma:	Inglês
Publicado em:	College of Education for Pure Sciences 2025-12-01
coleção:	Wasit Journal for Pure Sciences
Assuntos:	Normal Distribution , Fréchet Distribution ,Log Normal Distribution, Oil-Exporting Countries, Exchange Rate Volatility.
Acesso em linha:	https://wjps.uowasit.edu.iq/index.php/wjps/article/view/887
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