Abstract
… GPD is fitted to the peaks over the threshold µ by implementing maximum likelihood estimation. When the GPD … , such as inflation, trade balance, unemployment, disproportionate credit …
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CITATION STYLE
APA
Boer, P.-H., Munapo, E., Chanza, M., & Mhlanga, I. A. (2019). Exchange market pressure in South Africa and Kenya: An analysis using parametric and non-parametric extreme value theory. Journal of Economic and Financial Sciences, 12(1). https://doi.org/10.4102/jef.v12i1.202
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