Time Variation in the Tail Behaviour of Bund Futures Returns
Time Variation in the Tail Behaviour of Bund Futures Returns
复制标题
外滩期货收益尾部行为的时间变化
DOI：
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发表时间：
2002
期刊：
影响因子：
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通讯作者：
Christian Upper
中科院分区：
文献类型：
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作者：
T. Werner;Christian Upper
1 本文于 2002 年 3 月 27 日至 28 日在欧洲中央银行举行的金融市场不确定性的措施和决定因素研讨会上发表。我们要感谢一位匿名审稿人提供的非常有帮助的评论。本文表达的观点仅代表作者的观点，并不一定代表欧洲央行的观点。本文可通过传真 +49 69 1344 6000 电传 411 144 ecb 免费下载 d 保留所有权利。允许出于教育和非商业目的进行复制，但须注明来源。本文表达的观点并不一定反映欧洲央行的观点。
1 This paper was presented at the workshop Measures and determinants of financial market uncertainty on 27-28 March 2002 at the European Central Bank. We would like to thank an anonymous referee for very helpful comments. The opinions expressed herein are those of the authors and do not necessarily represent those of the European Central Bank. This paper can be downloaded without charge from Fax +49 69 1344 6000 Telex 411 144 ecb d All rights reserved. Reproduction for educational and non-commercial purposes is permitted provided that the source is acknowledged. The views expressed in this paper do not necessarily reflect those of the European Central Bank.