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The limiting extremal behaviour of speculative returns : an analysis of intra-daily data from the Frankfurt Stock Exchange

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dc.creator Lux, Thomas
dc.date 1997
dc.date.accessioned 2013-10-16T06:12:45Z
dc.date.available 2013-10-16T06:12:45Z
dc.date.issued 2013-10-16
dc.identifier urn:isbn:392416598X
dc.identifier http://hdl.handle.net/10419/1259
dc.identifier ppn:257980563
dc.identifier.uri http://koha.mediu.edu.my:8181/xmlui/handle/10419/1259
dc.language eng
dc.publisher Universität Bamberg Bamberg
dc.relation Volkswirtschaftliche Diskussionsbeiträge / Universität Bamberg
dc.rights http://www.econstor.eu/dspace/Nutzungsbedingungen
dc.subject ddc:330
dc.subject Kapitalertrag
dc.subject Börsenkurs
dc.subject Volatilität
dc.subject Aktienmarkt
dc.subject Wahrscheinlichkeitsrechnung
dc.subject Deutschland
dc.title The limiting extremal behaviour of speculative returns : an analysis of intra-daily data from the Frankfurt Stock Exchange
dc.type doc-type:workingPaper


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