The tail index of exchange rate returns

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

Research output: Contribution to journal › Article › Professional

587 Downloads (Pure)

Original language	English
Pages (from-to)	93-108
Journal	Journal of International Economics
Volume	29
Issue number	1-2
Publication status	Published - 1990
Externally published	Yes

Access to Document

@article{6cbc34b78b7e4d878b24c40c9ae6adfa,

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

author = "C.G. Koedijk and M.M.A. Schafgans and \{de Vries\}, C.G.",

year = "1990",

language = "English",

volume = "29",

pages = "93--108",

journal = "Journal of International Economics",

issn = "0022-1996",

publisher = "Elsevier B.V.",

number = "1-2",

}