The tail index of exchange rate returns
Kees G. Koedijk ; Marcia M. A. Schafgans ; Casper G. de Vries
| Year of publication: |
1990
|
|---|---|
| Authors: | Koedijk, Kees |
| Other Persons: | Schafgans, Marcia M. A. (contributor) ; Vries, Casper G. de (contributor) |
| Published in: |
Journal of international economics. - Amsterdam [u.a.] : Elsevier, ISSN 0022-1996, ZDB-ID 120143-8. - Vol. 29.1990, 1, p. 93-108
|
| Subject: | Wechselkurs | Exchange rate | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory |
| 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/10001091436