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Extreme-value dependence: An application to exchange rate markets
Viviana Fernandez
Business School
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peer-review
2
Scopus citations
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INIS
applications
100%
values
100%
market
100%
exchange rate
100%
asymptotic solutions
50%
depreciation
50%
data
25%
distribution
25%
losses
25%
modeling
25%
volatility
25%
inertia
25%
Economics, Econometrics and Finance
Extreme Value
100%
Exchange Rate
100%
Volatility
25%
Value Theory
25%
Keyphrases
Value Dependence
100%