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person:"Olekalns, Nilss"
subject:"Volatilität"
~isPartOf:"CREATES research paper"
~person:"Todorov, Viktor"
~subject:"Unemployment"
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Volatilität
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Estimation
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Olekalns, Nilss
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CREATES research paper
Journal of econometrics
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Journal of financial economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
-
2014
Persistent link: https://www.econbiz.de/10010442441
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Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
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