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~isPartOf:"CREATES research paper"
~language:"eng"
~language:"hun"
~person:"Bollerslev, Tim"
~person:"Sornette, Didier"
~subject:"Share price"
~subject:"World"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
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2009
Persistent link: https://www.econbiz.de/10003849565
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Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
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2010
Persistent link: https://www.econbiz.de/10008659419
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