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account and inflation additional variables Australian Dollar Australian Economic Papers Autoregressive Conditional Heteroskedasticity autoregressive term Bollerslev changes in daily Coeff S.E. Coeff coefficient conditional distribution Conditional Heteroskedasticity conditional mean equation conditional variance equation current account deficit daily exchange rates December deficit and inflation Engel excess kurtosis exchange rate changes exchange rate estimations five exchange rate future volatility GARCH effects holiday dummy I.G. Sharpe joint test jointly significant Journal Karfakis logarithmic changes Model 1 Model Model 6 Summary model misspecification Monday multinomial distributions negative asymmetric effects Negative Sign Bias non-linear serial dependence notes for Table P.D. Groenewegen Positive Sign Bias Pthu PwED Q tests S.E. Coeff S.E. sample seasonal dummies serial correlation short-term interest rate sign bias test skewness statistical properties Summary Statistics Table 3-b Test for Unit Tests of Significance unemployment unexpected current account unexpected depreciation Unit Root University of Sydney volatility of changes W.P. Hogan