Are exchange rate changes normally distributed?

DOI10.1016/0165-1765(94)00571-IMaRDI QIDQ674063zbMATHFDO

Authors Robert Christopher Coppes

Publication date 28 February 1997

Published in Economics Letters (Search for Journal in Brave)

zbMATH Keywords

daily returnsmonthly returns

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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Cites work

• scientific article; zbMATH DE number 4007433 (Why is no real title available?)
• Parameter Estimates for Symmetric Stable Distributions

Cited in

(1)

• Credit risk exposure with respect and currency swaps

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