Distribution of extreme changes in Asian currencies: tail index estimates and value-at-risk calculations
Year of publication: |
2009
|
---|---|
Authors: | Aggarwal, Raj ; Qi, Min |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 19.2009, 13, p. 1083
|
Saved in:
Saved in favorites
Similar items by person
-
Aggarwal, Raj, (2009)
-
Aggarwal, Raj, (2009)
-
Aggarwal, Raj, (2009)
- More ...