Work

The stable Paretian hypothesis and the frequency of large returns: an examination of major German stocks

Year: 1996

Type: article

Source: Applied Financial Economics

DOI: 10.1080/096031096333917

Author: Thomas Lux

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2051115413

FWCI: 18.69

Cites: 40

Cited by: 400

Related to: 10