The limiting distribution of extremal exchange rate returns (Q3984289): Difference between revisions

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Latest revision as of 14:04, 15 May 2024

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The limiting distribution of extremal exchange rate returns
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    The limiting distribution of extremal exchange rate returns (English)
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    27 June 1992
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    fat-tailed distributions
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    exchange rate returns
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    extremal distribution
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    order statistics
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    limit law
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    bounds on the returns
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