Time variation in the tail behaviour of bund futures returns
Thomas Werner ; Christian Upper
| Year of publication: |
2002
|
|---|---|
| Authors: | Werner, Thomas ; Upper, Christian |
| Publisher: |
Frankfurt am Main : Dt. Bundesbank |
| Subject: | Wertpapieranlage | Rendite |
| Extent: | 33 S. : graph. Darst. |
|---|---|
| Series: | Discussion paper / Economic Research Centre of the Deutsche Bundesbank. - Frankfurt am Main : Dt. Bundesbank. - Vol. 02,25 |
| Type of publication: | Book / Working Paper |
| Language: | English ; German |
| Notes: | Zsfassung in dt. und engl. Sprache |
| ISBN: | 3-935821-34-4 |
| Source: |
Persistent link: https://www.econbiz.de/10009604838