Time variation in the tail behaviour of bund futures returns
by Thomas Werner and Christian Upper
| Year of publication: |
2002
|
|---|---|
| Authors: | Werner, Thomas ; Upper, Christian |
| Publisher: |
Frankfurt am Main : European Central Bank |
| Subject: | Zinsderivat | Interest rate derivative | Börsenkurs | Share price | Rendite | Yield | Risikoprämie | Risk premium | Index | Index number | Öffentliche Anleihe | Public bond | Schätzung | Estimation | Deutschland | Germany | Statistische Verteilung | Statistical distribution | 1997-2001 |
| Extent: | 35 S graph. Darst |
|---|---|
| Series: | Working paper series / European Central Bank ; Eurosystem. - Frankfurt, M. : Europ. Central Bank, ISSN 1561-0810, ZDB-ID 2150928-1. - Vol. 199 |
| Conferences: | Workshop "Measures and determinants of financial market uncertainty" ; (Frankfurt, Main) : 2002.03.27-28 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Konferenzschrift ; Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.ecb.int/pub/wp/ecbwp199.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001720073