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Journal of empirical finance
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Measuring tail thickness under GARCH and an application to extreme exchange rate changes
Wagner, Niklas F.
;
Marsh, Terry Alan
- In:
Journal of empirical finance
12
(
2005
)
1
,
pp. 165-185
Persistent link: https://www.econbiz.de/10002644047
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Measuring tail thickness under GARCH and an application to extreme exchange rate changes
Wagner, Niklas
;
Marsh, Terry A.
- In:
Journal of empirical finance
12
(
2005
)
1
,
pp. 165-186
Persistent link: https://www.econbiz.de/10007225891
Saved in:
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