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  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Empirical economics 25 (2000), S. 641-652 
    ISSN: 1435-8921
    Keywords: Key words: stock returns ; extreme value theory ; tail index estimation ; JEL classification: C12 ; G14
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract. This note reconsiders divergent results on the extremal behaviour of German stock returns that have been published recently. In particular, investigations of this issue have arrived at different conclusions regarding the finiteness of the second moment of the return distributions. Here we apply some newly developed, improved techniques for the estimation of the so-called tail index to the time series of returns on various German stocks. We find evidence indicating that in the vast majority of cases the tails are not fat enough to conform with an infinite-variance distribution. Conflicting results in previous studies are shown to be due to different a priori choices of the size of the tail region.
    Type of Medium: Electronic Resource
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  • 2
    Publication Date: 2024-03-23
    Description: Dieser Band formuliert die Grundlagen einer kultursoziologisch konzipierten Stadtforschung. Dabei steht die Frage im Zentrum, wie eine kulturwissenschaftliche Sicht auf Städte dabei helfen kann, klassische Fragen der Stadtsoziologie neu zu beantworten. Durch den Fokus ihrer Analyse auf zentrale kulturelle Strukturkategorien wie Geschlecht, Klasse und race gelingt es den Autor_innen, die soziologische Debatte zum Thema Stadt um eine feministische und postkoloniale Perspektive zu erweitern. Des Weiteren zeigen ihre Überlegungen, inwiefern ein kultursoziologischer Ansatz dabei helfen kann, Städte im Kontext aktueller gesellschaftlicher und ökologischer Herausforderungen zu analysieren. https://creativecommons.org/licenses/by-nc/4.0/
    Keywords: Stadtsoziologie ; Kultursoziologie ; Stadt ; Gentrifizierung ; Stadtentwicklung ; Stadtleben ; Stadtstruktur ; Klima Stadt ; Digitalisierung Stadt ; Gender Stadt ; thema EDItEUR::A The Arts::AM Architecture::AMV Landscape architecture and design::AMVD City and town planning: architectural aspects
    Language: German
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    Format: image/jpeg
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