The limiting distribution of extremal exchange rate returns (Q3984289)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The limiting distribution of extremal exchange rate returns |
scientific article; zbMATH DE number 25965
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The limiting distribution of extremal exchange rate returns |
scientific article; zbMATH DE number 25965 |
Statements
The limiting distribution of extremal exchange rate returns (English)
0 references
27 June 1992
0 references
fat-tailed distributions
0 references
exchange rate returns
0 references
extremal distribution
0 references
order statistics
0 references
limit law
0 references
bounds on the returns
0 references
0 references
