The tail index of exchange rate returns

Schafgans, M. M.ORCID logo & Koedijk, K. G. (1990). The tail index of exchange rate returns. Journal of International Economics, 29(1-2), 93-108. https://doi.org/10.1016/0022-1996(90)90065-T
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Item Type Article
Copyright holders © 1990 Elsevier Science
Departments LSE > Academic Departments > Economics
DOI 10.1016/0022-1996(90)90065-T
Date Deposited 08 Jul 2008
URI https://researchonline.lse.ac.uk/id/eprint/6592

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