EURUSD

<p>This data corresponds to the euro/dollar daily exchange rates between 1999 and 2016, including the financial crisis of 2007-2008, which has been generated from the package <code>quantmod</code> (Ryan, 2016).</p>

datasets

Provides a methodology simple and trustworthy for the analysis of extreme values and multiple threshold tests for a generalized Pareto distribution, together
with an automatic threshold selection algorithm. See del Castillo, J, Daoudi, J and Lockhart, R (2014) <doi:10.1111/sjos.12037>.

Isabel Serra

ercv

Fitting Tails by the Empirical Residual Coefficient of Variation

EURUSD function

<p>A data frame with 6575 rows and 1 column.</p>

EURUSD: Euro/Dollar daily exchange rates

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