The limiting extremal behaviour of speculative returns: an analysis of intra-daily data from the Frankfurt Stock Exchange
| Year of publication: |
2001
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|---|---|
| Authors: | Lux, Thomas |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 11.2001, 3, p. 299-316
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