The tail fatness of FX returns reconsidered

F.C. Palm, R. Huisman^*, C.G. Koedijk, C.J.M. Kool

^*Corresponding author for this work

Research output: Contribution to journal › Article › Academic › peer-review

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@article{b52ec711ab7e4d2288e1e7429184d8de,

title = "The tail fatness of FX returns reconsidered",

author = "F.C. Palm and R. Huisman and C.G. Koedijk and C.J.M. Kool",

year = "2002",

month = jan,

day = "1",

doi = "10.1023/A:1016165808823",

language = "English",

volume = "150",

pages = "299--312",

journal = "De Economist",

issn = "0013-063X",

publisher = "Springer",

number = "3",

}