Estimation of jump tails
Year of publication: |
2010
|
---|---|
Authors: | Bollerslev, Tim ; Todorov, Viktor |
Publisher: |
Århus : School of Economics and Management |
Subject: | Schätzung | Estimation | Martingal | Martingale | Nichtparametrisches Verfahren | Nonparametric statistics | Volatilität | Volatility | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Theorie | Theory | USA | United States | 1990-2008 |
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