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Jump tails, extreme dependencies, and the distribution of stock returns

✍ Scribed by Bollerslev, Tim; Todorov, Viktor; Li, Sophia Zhengzi

Book ID: 118200434
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 544 KB
Volume: 172
Category: Article
ISSN: 0304-4076
DOI: 10.1016/j.jeconom.2012.08.014

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