Jump tails, extreme dependencies, and the distribution of stock returns
Year of publication: |
2013
|
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Authors: | Bollerslev, Tim ; Todorov, Viktor ; Li, Sophia Zhengzi |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 172.2013, 2, p. 307-324
|
Subject: | Theorie | Theory | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Börsenkurs | Share price | Aktienindex | Stock index | Volatilität | Volatility |
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