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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 2013-10-16T06:07:26Z
dc.date.available 2013-10-16T06:07:26Z
dc.date.issued 2013-10-16
dc.identifier Frankfurter volkswirtschaftliche Diskussionsbeiträge Universität, Frankfurt, Main 78
dc.identifier http://hdl.handle.net/10419/1260
dc.identifier ppn:25798920X
dc.identifier.uri http://koha.mediu.edu.my:8181/xmlui/handle/10419/1260
dc.language eng
dc.publisher Universität, Frankfurt, Main
dc.relation Frankfurter volkswirtschaftliche Diskussionsbeiträge 78
dc.rights http://www.econstor.eu/dspace/Nutzungsbedingungen
dc.subject ddc:330
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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