Please log in to take part in the discussion (add own reviews or comments).
Cite this publication
More citation styles
- please select -
%0 Conference Proceedings
%1 GVK358620066
%A Werner, Thomas
%A Upper, Christian
%B Working paper series / European Central Bank
%C Frankfurt am Main
%D 2002
%I European Central Bank
%K Börsenkurs Deutschland Index Rendite Risikoprämie Schätzung Statistische_Verteilung Zinstermingeschäft Öffentliche_Anleihe
%N 199
%T Time variation in the tail behaviour of bund futures returns
%U http://gso.gbv.de/DB=2.1/CMD?ACT=SRCHA&SRT=YOP&IKT=1016&TRM=ppn+358620066&sourceid=fbw_bibsonomy
@proceedings{GVK358620066,
added-at = {2009-08-21T12:12:59.000+0200},
address = {Frankfurt am Main},
author = {Werner, {Thomas} and Upper, {Christian}},
biburl = {https://www.bibsonomy.org/bibtex/24bbcd0c15a4e17424cfa3e13d76ae38e/fbw_hannover},
interhash = {648995677b48271d7be40341aa6bb4fa},
intrahash = {4bbcd0c15a4e17424cfa3e13d76ae38e},
keywords = {Börsenkurs Deutschland Index Rendite Risikoprämie Schätzung Statistische_Verteilung Zinstermingeschäft Öffentliche_Anleihe},
number = 199,
pagetotal = {35},
ppn_gvk = {358620066},
publisher = {European Central Bank},
series = {Working paper series / European Central Bank},
subtitle = {Workshop "Measures and determinants of financial market uncertainty"},
timestamp = {2009-08-21T12:13:43.000+0200},
title = {Time variation in the tail behaviour of bund futures returns},
url = {http://gso.gbv.de/DB=2.1/CMD?ACT=SRCHA&SRT=YOP&IKT=1016&TRM=ppn+358620066&sourceid=fbw_bibsonomy},
year = 2002
}