The tail index of exchange rate returns

Schafgans, Marcia M.A.ORCID logo; and Koedijk, Kees G (1990) The tail index of exchange rate returns. Journal of International Economics, 29 (1-2). pp. 93-108. ISSN 0022-1996
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Item Type Article
Departments Economics
DOI 10.1016/0022-1996(90)90065-T
Date Deposited 08 Jul 2008 16:25
URI https://researchonline.lse.ac.uk/id/eprint/6592

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