Statistical modelling of the EUR/DZD returns with infinite variance distribution
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DOI: 10.18187/pjsor.v15i2.2654
Abstract: Extreme values can cause considerable damage in several sectors and especiallyin finance. In this article, we are interested in estimating some risk measuresfor the series of the EURO exchange rate against the DZD (Algerian dinar)using… read more here.
Keywords: dzd; modelling eur; eur dzd; dzd returns ... See more keywords