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~isPartOf:"CREATES research paper"
~person:"Bollerslev, Tim"
~person:"Li, Kai"
~person:"Vishny, Robert W."
~subject:"Theory"
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CREATES research paper
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Estimation of jump tails
Bollerslev, Tim
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Todorov, Viktor
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2010
Persistent link: https://www.econbiz.de/10003959796
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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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