Distribution of extreme changes in Asian currencies: tail index estimates and value-at-risk calculations
| Year of publication: |
2009
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|---|---|
| Authors: | Aggarwal, Raj ; Qi, Min |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 19.2009, 13-15, p. 1083-1102
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