Testing for multiple regimes in the tail behavior of emerging currency returns
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of International Money and Finance.
Volume (Year): 25 (2006)
Issue (Month): 7 (November)
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Web page: http://www.elsevier.com/locate/inca/30443
Other versions of this item:
- Candelon, Bertrand & Straetmans, Stefan, 2006. "Testing for multiple regimes in the tail behavior of emerging currency returns," Open Access publications from Maastricht University urn:nbn:nl:ui:27-19695, Maastricht University.
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G19 - Financial Economics - - General Financial Markets - - - Other
- C49 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Other
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