Spiked Distribution Fitting: UK/US Spot FX Returns
This 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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|Date of creation:||1997|
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Web page: http://fbe.unimelb.edu.au/economics
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