The tail index of Asian exchange rate returns

C.G. Koedijk, F. Nieuwland

Research output: Chapter in Book/Report/Conference proceedingChapterProfessional

Original languageEnglish
Title of host publicationAdvances in Pacific Basin financial markets (Vol. 1)
EditorsT. Bos, T.A. Fetherston
Place of PublicationGreenwich, Conn.
PublisherJAI Press
Pages131-148
Number of pages18
ISBN (Print)1559388617
Publication statusPublished - 1995
Externally publishedYes

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