Testing for differences in the tails of stock-market returns
| Year of publication: |
2003
|
|---|---|
| Authors: | Jondeau, Eric ; Rockinger, Michael |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 10.2003, 5, p. 559-581
|
| Publisher: |
Elsevier |