Please use this identifier to cite or link to this item: http://dspace.mediu.edu.my:8181/xmlui/handle/10419/1259
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dc.creatorLux, Thomas-
dc.date1997-
dc.date.accessioned2013-10-16T06:12:45Z-
dc.date.available2013-10-16T06:12:45Z-
dc.date.issued2013-10-16-
dc.identifierurn:isbn:392416598X-
dc.identifierhttp://hdl.handle.net/10419/1259-
dc.identifierppn:257980563-
dc.identifier.urihttp://koha.mediu.edu.my:8181/xmlui/handle/10419/1259-
dc.languageeng-
dc.publisherUniversität Bamberg Bamberg-
dc.relationVolkswirtschaftliche Diskussionsbeiträge / Universität Bamberg-
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
dc.subjectddc:330-
dc.subjectKapitalertrag-
dc.subjectBörsenkurs-
dc.subjectVolatilität-
dc.subjectAktienmarkt-
dc.subjectWahrscheinlichkeitsrechnung-
dc.subjectDeutschland-
dc.titleThe limiting extremal behaviour of speculative returns : an analysis of intra-daily data from the Frankfurt Stock Exchange-
dc.typedoc-type:workingPaper-
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