Detecting structural breaks in tail behaviour : from the perspective of fitting the generalized Pareto distribution
Year of publication: |
2013
|
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Authors: | Liu, Wei-han |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 45.2013, 10/12, p. 1273-1286
|
Subject: | Wechselkurssystem | Exchange rate regime | Strukturbruch | Structural break | Pareto-Optimum | Pareto efficiency | Ausreißer | Outliers | Theorie | Theory |
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