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The limiting extremal behaviour of speculative returns : an analysis of intra-daily data from the Frankfurt Stock Exchange
Lux, Thomas - In: Applied financial economics 11 (2001) 3, pp. 299-315
Persistent link: https://www.econbiz.de/10001688787
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The stable Paretian hypothesis and the frequency of large returns : an examination of major German stocks
Lux, Thomas - In: Applied financial economics 6 (1996) 6, pp. 463-475
Persistent link: https://www.econbiz.de/10001217474
Cover Image
The limiting extremal behaviour of speculative returns: an analysis of intra-daily data from the Frankfurt Stock Exchange
Lux, Thomas - In: Applied financial economics 11 (2001) 3, pp. 299-316
Persistent link: https://www.econbiz.de/10007670520