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Estimation of jump tails
Bollerslev, Tim; Todorov, Viktor - 2010
Persistent link: https://www.econbiz.de/10003959796
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Tails, fears and risk premia
Bollerslev, Tim; Todorov, Viktor - 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 - 2010
Persistent link: https://www.econbiz.de/10008659419
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The multivariate supOU stochastic volatility model
Barndorff-Nielsen, Ole E.; Stelzer, Robert - 2009
Persistent link: https://www.econbiz.de/10003878816
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Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel; Hillebrand, Eric; Koopman, Siem Jan - 2019
Persistent link: https://www.econbiz.de/10012316908