%0 Journal Article %1 Wagner2005 %A Wagner, Niklas %A Marsh, Terry A. %D 2005 %J Journal of Empirical Finance %K Fat tails %N 1 %P 165--185 %T Measuring tail thickness under GARCH and an application to extreme exchange rate changes %U http://www.sciencedirect.com/science/article/B6VFG-4C04XR5-2/1/6b482afb791eae131b8867f76d8086a1 %V 12

@article{Wagner2005, added-at = {2008-04-23T22:05:04.000+0200}, author = {Wagner, Niklas and Marsh, Terry A.}, biburl = {https://www.bibsonomy.org/bibtex/2b803f7111ac69ab13f7cb7b6035c7ec0/smicha}, interhash = {9256b46bcc259d041d6ac41193fce013}, intrahash = {b803f7111ac69ab13f7cb7b6035c7ec0}, journal = {Journal of Empirical Finance}, keywords = {Fat tails}, month = Jan, number = 1, pages = {165--185}, timestamp = {2008-04-23T22:24:11.000+0200}, title = {Measuring tail thickness under GARCH and an application to extreme exchange rate changes}, url = {http://www.sciencedirect.com/science/article/B6VFG-4C04XR5-2/1/6b482afb791eae131b8867f76d8086a1}, volume = 12, year = 2005 }