Circuit breakers and the tail index of equity returns
Year of publication: |
2004
|
---|---|
Authors: | Galbraith, John W. ; Zernov, Serguei |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 2.2004, 1, p. 109-129
|
Subject: | Schätztheorie | Estimation theory | Index | Index number | Kapitaleinkommen | Capital income |
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