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The tail index of exchange rate returns

By Marcia M.A. Schafgans and Kees G Koedijk
Topics: H Social Sciences (General)
Publisher: Elsevier
Year: 1990
DOI identifier: 10.1016/0022-1996(90)90065-T
OAI identifier: oai:eprints.lse.ac.uk:6592
Provided by: LSE Research Online
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