A comparison of tail behaviour of stock market returns
Krzysztof Echaust
| Year of publication: |
2014
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|---|---|
| Authors: | Echaust, Krzysztof |
| Published in: |
Folia oeconomica Stetinensia : FOS. - Szczecin : Wydawn. Naukowe Uniw. Szczecińskiego, ISSN 1730-4237, ZDB-ID 2672877-1. - Vol. 14.2014, 1, p. 22-34
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| Subject: | fat tails | distribution | extremal dependence | extremal index | Statistische Verteilung | Statistical distribution | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Aktienindex | Stock index | Ausreißer | Outliers | Aktienmarkt | Stock market | Theorie | Theory | Schätzung | Estimation | Volatilität | Volatility |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010518936