Extremes, return level and identification of currency crises
Xiao Qin; Liya Liu
| Year of publication: |
2014
|
|---|---|
| Authors: | Qin, Xiao ; Liu, Liya |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 37.2014, p. 439-450
|
| Subject: | Currency crisis | Extreme value theory | Exchange market pressure index | Return level | Generalized pareto distribution | China | Währungskrise | Ausreißer | Outliers | Theorie | Theory | Statistische Verteilung | Statistical distribution | Kapitaleinkommen | Capital income | Schätzung | Estimation | Währungsspekulation | Currency speculation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010417634