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The Distribution of Extremal Foreign Exchange Rate Returns in Extremely Large Data Sets Author info | Abstract | Publisher info | Download info | Related research | Statistics Michel M. Dacorogna,
Ulrich A. Muller
Olivier V. Pictet
Casper De Vries,
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Paper provided by Olsen and Associates in its series Working Papers with number
1992-10-22.
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Jón Daníelsson & Casper G. de Vries, 1998.
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"Foreign Exchange Rates Have Surprising Volatility ,"
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"Performance and Risk Measurement Challenges For Hedge Funds: Empirical Considerations ,"
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Neil, Beattie & Fillion, Jean-François, 1999.
"An Intraday Analysis of the Effectiveness of Foreign Exchange Intervention ,"
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Ignacio Mauleon, Javier Perote, 2000.
"Testing densities with financial data: an empirical comparison of the EdgeworthSargan density to the Students t ,"
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