Spiked Distribution Fitting: UK/US Spot FX Returns

A. Bakker

No 586, Department of Economics - Working Papers Series from The University of Melbourne

Abstract: This paper formalizes the concept of a distributional spike and its sharpness in order to describe more rigorously the 'peakedness' chracteristics of an empirical distribution. The working definition of a spike is a distribution which exhibits a discontinuity in its derivative.

Keywords: STATISTICS (search for similar items in EconPapers)
JEL-codes: C49 C60 (search for similar items in EconPapers)
Pages: 27 pages
Date: 1997
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Persistent link: https://EconPapers.repec.org/RePEc:mlb:wpaper:586

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