Journal of Empirical Finance – 185 www.elsevier.com locate econbase Measuring tail thickness under GARCH and an application to extreme exchange rate changes Niklas Wagner a,*, Terry A. Marsh b,1 - Exchange rate - Document - PDFSEARCH.IO

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	Journal of Empirical Finance – 185 www.elsevier.com/locate/econbase Measuring tail thickness under GARCH and an application to extreme exchange rate changes Niklas Wagner a,*, Terry A. Marsh b,1 Add to Reading List Document Date: 2010-04-05 09:26:27 Open Document File Size: 265,39 KB Share Result on Facebook

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Journal of Empirical Finance – 185 www.elsevier.com/locate/econbase Measuring tail thickness under GARCH and an application to extreme exchange rate changes Niklas Wagner a,*, Terry A. Marsh b,1Add to Reading List