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The tail fatness of FX returns reconsidered

By F.C. Palm, R. Huisman, C.G. Koedijk and C.J.M. Kool
Year: 2002
DOI identifier: 10.1023/A:1016165808823
OAI identifier: oai:cris.maastrichtuniversity.nl:publications/b52ec711-ab7e-4d22-88e1-e7429184d8de
Provided by: UM Publications

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