The tail index of exchange rate returns
By: Kees G. Koedijk, Marcia M.A. Schafgans, Casper G. de Vries.
Series: Discussion paper series / Institute for Economic Research ;; 8908/M; Discussion paper series (Erasmus Universiteit Rotterdam. Instituut voor Economisch Onderzoek) ;; 8908/M.
Publisher: Erasmus University Rotterdam
Published: 1989
Place of publication: Rotterdam, Netherlands
Language: eng
Number of pages: 27
Notes: Includes bibliographical references.