๐”– Bobbio Scriptorium
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Introduction to Marketing: A Value Exchange Approach

โœ Scribed by Chris Styles


Book ID
117777645
Publisher
Elsevier
Year
2004
Tongue
English
Weight
47 KB
Volume
12
Category
Article
ISSN
1441-3582

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Extreme value theory (EVT) focuses on modeling the tail behavior of a loss distribution using only extreme values rather than the whole data set. For a sample of 10 countries with dirty/free float regimes, we investigate whether paired currencies exhibit a pattern of asymptotic dependence. That is,