Estimation of Jump Tails
Year of publication: |
2011
|
---|---|
Authors: | Bollerslev, Tim ; Todorov, Viktor |
Published in: |
Econometrica. - Econometric Society. - Vol. 79.2011, 6, p. 1727-1783
|
Publisher: |
Econometric Society |
Saved in:
Online Resource
Saved in favorites
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