Testing for multiple regimes in the tail behavior of emerging currency returns
Bertrand Candelon; Stefan Straetmans
| Year of publication: |
2003
|
|---|---|
| Authors: | Candelon, Bertrand ; Straetmans, Stefan |
| Publisher: |
Maastricht |
| Subject: | Strukturbruch | Structural break | Währungsrisiko | Exchange rate risk | Wechselkurssystem | Exchange rate regime | Schwellenländer | Emerging economies | Schätztheorie | Estimation theory | Theorie | Theory | Statistische Verteilung | Statistical distribution | Risikomaß | Risk measure | Ausreißer | Outliers |
| Extent: | 25 S graph. Darst |
|---|---|
| Series: | Research memorandum / METEOR. - Maastricht, ZDB-ID 2117868-9. - Vol. 03/048 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001882761