Peaks or tails - What distinguishes financial data?
Year of publication: |
2001-01-10
|
---|---|
Authors: | KrÄmer, Walter ; Runde, Ralf |
Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 25.2000, 4, p. 665-671
|
Publisher: |
Department of Economics and Finance Research and Teaching |
Subject: | empirical densities | heavy tails |
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