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The stable Paretian hypothesis and the frequency of large returns : an examination of major German stocks
Lux, Thomas - 1994
Persistent link: https://www.econbiz.de/10000901822
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The stable Paretian hypothesis and the frequency of large returns : an examination of major German stocks
Lux, Thomas - In: Applied financial economics 6 (1996) 6, pp. 463-475
Persistent link: https://www.econbiz.de/10001217474
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On moment condition failure in German stock returns : an application of recent advances in extreme value statistics
Lux, Thomas - In: Empirical economics : a journal of the Institute for … 25 (2000) 4, pp. 641-652
Persistent link: https://www.econbiz.de/10001542138
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Sentiment dynamics and stock returns : the case of the German stock market
Lux, Thomas - In: Empirical economics : a journal of the Institute for … 41 (2011) 3, pp. 663-679
Persistent link: https://www.econbiz.de/10009381344
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Inference for systems of stochastic differential equations from discretely sampled data : a numerical maximum likelihood approach
Lux, Thomas - In: Annals of finance 9 (2013) 2, pp. 217-248
Persistent link: https://www.econbiz.de/10009741196
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Rational forecasts or social opinion dynamics? : identification of interaction effects in a business climate survey
Lux, Thomas - In: Journal of economic behavior & organization : JEBO 72 (2009) 2, pp. 638-655
Persistent link: https://www.econbiz.de/10003907601
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The limiting extremal behaviour of speculative returns : an analysis of intra-daily data from the Frankfurt Stock Exchange
Lux, Thomas - In: Applied financial economics 11 (2001) 3, pp. 299-315
Persistent link: https://www.econbiz.de/10001688787
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The stable paretian hypothesis and the frequency of large returns : an examination of major German stocks
Lux, Thomas - 1995
Persistent link: https://www.econbiz.de/10000541206