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source:"repec"
~institution:"University of Bonn, Germany"
~subject:"emerging markets"
~subject:"stock returns"
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emerging markets
stock returns
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Lux, Thomas
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University of Bonn, Germany
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
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Siirtymätalouksien tutkimuslaitos, Suomen Pankki
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A Note on the Stochastic Properties of German Stock Returns
Lux, Thomas
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University of Bonn, Germany
-
1998
studies
are shown to be due to different a priori choices of the size of the tail region. …
Persistent link: https://www.econbiz.de/10005032141
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