On moment condition failure in German stock returns : an application of recent advances in extreme value statistics
Thomas Lux
| Year of publication: |
2000
|
|---|---|
| Authors: | Lux, Thomas |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 25.2000, 4, p. 641-652
|
| Subject: | Börsenhandel | Stock exchange trading | Aktie | Share | Kapitaleinkommen | Capital income | Schätzung | Estimation | Wahrscheinlichkeitsrechnung | Probability theory | Deutschland | Germany |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Empirical economics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001542138