The tail index of exchange rate returns

C.G. Koedijk, M.M.A. Schafgans, C.G. de Vries

Research output: Contribution to journalArticleProfessional

143 Citations (Scopus)
439 Downloads (Pure)
Original languageEnglish
Pages (from-to)93-108
JournalJournal of International Economics
Volume29
Issue number1-2
Publication statusPublished - 1990
Externally publishedYes

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