The tail index of Asian exchange rate returns

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Professional

Original language	English
Title of host publication	Advances in Pacific Basin financial markets (Vol. 1)
Editors	T. Bos, T.A. Fetherston
Place of Publication	Greenwich, Conn.
Publisher	JAI Press
Pages	131-148
Number of pages	18
ISBN (Print)	1559388617
Publication status	Published - 1995
Externally published	Yes

Cite this

@inbook{aaf5f02ad3374e07a1a7cf93030c3e27,

title = "The tail index of Asian exchange rate returns",

author = "C.G. Koedijk and F. Nieuwland",

note = "Pagination: 18",

year = "1995",

language = "English",

isbn = "1559388617",

pages = "131--148",

editor = "T. Bos and T.A. Fetherston",

booktitle = "Advances in Pacific Basin financial markets (Vol. 1)",

publisher = "JAI Press",

address = "United States",

}