Testing for multiple regimes in the tail behavior of emerging currency returns
Bertrand Candelon; Stefan Straetmans
| Year of publication: |
2006
|
|---|---|
| Authors: | Candelon, Bertrand ; Straetmans, Stefan |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 25.2006, 7, p. 1187-1205
|
| 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: | 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/10003394359