Modelling the Frequency and Severity of Extreme Exchange Rate Returns.
| Year of publication: |
2001
|
|---|---|
| Authors: | Hsieh, Ping-Hung |
| Published in: |
Journal of Forecasting. - John Wiley & Sons, Ltd.. - Vol. 20.2001, 7, p. 485-99
|
| Publisher: |
John Wiley & Sons, Ltd. |