On moment condition failure in German stock returns: an application of recent advances in extreme value statistics
Year of publication: |
2001-01-10
|
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Authors: | Lux, Thomas |
Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 25.2000, 4, p. 641-652
|
Publisher: |
Department of Economics and Finance Research and Teaching |
Subject: | stock returns | extreme value theory | tail index estimation |
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