Are exchange rate changes normally distributed?

DOI10.1016/0165-1765(94)00571-IzbMATH Open1121.91402MaRDI QIDQ674063FDOQ674063

Authors: Robert Christopher Coppes 

Publication date: 28 February 1997

Published in: Economics Letters (Search for Journal in Brave)

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zbMATH Keywords

daily returnsmonthly returns

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cites Work

• Title not available (Why is that?)
• Parameter Estimates for Symmetric Stable Distributions

Cited In (1)

• Credit risk exposure with respect and currency swaps

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