Tail events in the FX markets since 1740
Year of publication: |
2014
|
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Authors: | Abildgren, Kim |
Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 15.2014, 3, p. 294-311
|
Subject: | Risk management | Economic history | Exchange-rate volatility | Fat-tailed distributions | Wirtschaftsgeschichte | Volatilität | Volatility | Risikomanagement | Statistische Verteilung | Statistical distribution | Wechselkurs | Exchange rate |
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