Estimation of jump tails
by Tim Bollerslev and Viktor Todorov
| Year of publication: |
2011
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|---|---|
| Authors: | Bollerslev, Tim ; Todorov, Viktor |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 79.2011, 6, p. 1727-1783
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| Subject: | Schätzung | Estimation | Martingal | Martingale | Nichtparametrisches Verfahren | Nonparametric statistics | Volatilität | Volatility | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Theorie | Theory | USA | United States | 1990-2008 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009425124