TY  - BOOK
AU  - Werner,Thomas
AU  - Upper,Christian
TI  - Time variation in the tail behaviour of bund futures returns
T2  - Discussion paper
SN  - 3935821344
U1  - 332.6323 21
PY  - 2002///
CY  - Frankfurt
PB  - Deutsche Bundesbank
KW  - BONOS
KW  - ANALISIS ECONOMETRICO
KW  - RIESGO FINANCIERO
N1  - Incluye bibliografía; 1. Introduction -- 2. What are heavy tails? -- 3. Estimating and testing the tail index -- 4. Data -- 5. Empirical results -- Conclusions
UR  - http://www.bundesbank.de/Redaktion/EN/Downloads/Publications/Discussion_Paper_1/2002/2002_12_03_dkp_25.pdf?__blob=publicationFile
ER  -