The limiting distribution of extremal exchange rate returns (Q3984289): Difference between revisions
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Revision as of 15:34, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The limiting distribution of extremal exchange rate returns |
scientific article |
Statements
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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