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type_genre:"Thesis"
~person:"Alexander, John C."
~person:"Bollerslev, Tim"
~subject:"Stock index"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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Stock index
Capital income
57
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47
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30
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30
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28
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Alexander, John C.
Bollerslev, Tim
Gupta, Rangan
10
Bouri, Elie
7
Salisu, Afees A.
7
Lux, Thomas
6
Todorov, Viktor
6
Ané, Thierry
5
Fortin, Ines
5
Keef, Stephen P.
5
Rodrigues, Paulo Jorge Maurício
5
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5
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5
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5
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4
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4
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4
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4
Ma, Feng
4
McMillan, David G.
4
Raaij, Gabriela de
4
Raunig, Burkhard
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Sattarhoff, Cristina
4
Yamawake, Toshiyuki
4
Zaremba, Adam
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3
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Christensen, Bent Jesper
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Knif, Johan
3
Lee, Hsiu-chuan
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CREATES research paper
2
Journal of econometrics
2
ERID working paper
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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ECONIS (ZBW)
6
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1
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2011
Persistent link: https://www.econbiz.de/10009559404
Saved in:
2
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
3
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10008659419
Saved in:
4
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
5
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
;
Li, Sophia Zhengzi
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 307-324
Persistent link: https://www.econbiz.de/10009706199
Saved in:
6
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
Saved in:
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