The limiting extremal behaviour of speculative returns : an analysis of intra-daily data from the Frankfurt Stock Exchange
Thomas Lux
| Year of publication: |
2001
|
|---|---|
| Authors: | Lux, Thomas |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 11.2001, 3, p. 299-315
|
| Subject: | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Volatilität | Volatility | Aktienmarkt | Stock market | Wahrscheinlichkeitsrechnung | Probability theory | Deutschland | Germany |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Applied financial economics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001688787