Spiked Distribution Fitting: UK/US Spot FX Returns
AbstractThis 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.
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Bibliographic InfoPaper provided by The University of Melbourne in its series Department of Economics - Working Papers Series with number 586.
Length: 27 pages
Date of creation: 1997
Date of revision:
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Web page: http://www.economics.unimelb.edu.au
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