Open AccessOn the Extreme Value Distribution of Foreign Exchange Rates using L-moments
Author(s) -
Joo-Cheol Kim,
박창래,
Sung Hoon Kim
Publication year - 2015
Publication title -
geumyung gonghak yeongu/geum'yung gonghag yeon'gu
Language(s) - English
Resource type - Journals
eISSN - 2713-7252
pISSN - 1738-124X
DOI - 10.35527/kfedoi.2015.14.1.001
Subject(s) - generalized extreme value distribution , value (mathematics) , extreme value theory , distribution (mathematics) , mathematics , statistics , econometrics , economics , mathematical analysis