Spiked Distribution Fitting: UK/US Spot FX Returns

This paper formalizes the concept of a distributional spike and its sharpness in order to describe more rigorously the 'peakedness' chracteristics of an empirical distribution. The working definition of a spike is a distribution which exhibits a discontinuity in its derivative.

MoreLess

Year of publication:	1997
Authors:	Bakker, A.
Institutions:	Department of Economics, Faculty of Business and Economics
Subject:	STATISTICS

Check Google Scholar |

More access options

In German libraries (KVK)

I need help

More details

Series:	Department of Economics - Working Papers Series.
Type of publication:	Book / Working Paper
Notes:	Number 586 27 pages
Classification:	C60 - Mathematical Methods and Programming. General ; C49 - Econometric and Statistical Methods: Special Topics. Other
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005574909