Are exchange rate changes normally distributed?

DOI10.1016/0165-1765(94)00571-IzbMath1121.91402MaRDI QIDQ674063

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)

Related Items (1)

Credit risk exposure with respect and currency swaps

Cites Work

• Parameter Estimates for Symmetric Stable Distributions
• Unnamed Item

This page was built for publication: Are exchange rate changes normally distributed?