Deducing the implications of jump models for the structure of stock market crashes, rallies, jump arrival rates, and extremes Df:230
| Year of publication: |
2011
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|---|---|
| Authors: | Bakshi, Gurdip ; Madan, Dilip ; Panayatov, George |
| Published in: |
Operations research, Management science : OR MS ; the international literature digest. - Davenport, Iowa : Executive Sciences Institute, ISSN 0030-3658, ZDB-ID 207381x. - Vol. 51.2011, 1, p. 97-101
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