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subject:"Estimation"
subject:"Exchange rate"
~isPartOf:"CREATES research paper"
~person:"Bollerslev, Tim"
~subject:"Share price"
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Estimation
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Bollerslev, Tim
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CREATES research paper
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ECONIS (ZBW)
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Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
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2
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10008659419
Saved in:
3
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
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