Deducing the Implications of Jump Models for the Structure of Stock Market Crashes, Rallies, Jump Arrival Rates, and Extremes
Year of publication: |
2010
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Authors: | Bakshi, Gurdip ; Madan, Dilip ; Panayotov, George |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 28.2010, 3, p. 380-397
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