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The tail index of exchange rate returns

Schafgans, Marcia M.A. 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
Official URL: http://www.sciencedirect.com/science/journal/00221...
Additional Information: © 1990 Elsevier Science
Library of Congress subject classification: H Social Sciences > H Social Sciences (General)
Sets: Collections > Economists Online
Departments > Economics
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 08 Jul 2008 16:25
URL: http://eprints.lse.ac.uk/6592/

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