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The limiting extremal behaviour of speculative returns : an analysis of intra-daily data from the Frankfurt stock exchange
Lux, Thomas (1997): The limiting extremal behaviour of speculative returns : an analysis of intra-daily data from the Frankfurt stock exchange, ( Nr. 80) Bamberg: Department of Economics, Univ. of Bamberg.
Faculty/Chair:
Author:
Publisher Information:
Year of publication:
1997
Pages:
ISBN:
978-3-924165-98-7
Series ; Volume:
Volkswirtschaftliche Diskussionsbeiträge ; 80
Language:
English
Type:
Workingpaper
Activation date:
July 13, 2015
Permalink
https://fis.uni-bamberg.de/handle/uniba/32259