Jump tails, extreme dependencies, and the distribution of stock returns
Tim Bollerslev; Viktor Todorov; Sophia Zhengzi Li
| Year of publication: |
2013
|
|---|---|
| Authors: | Bollerslev, Tim ; Todorov, Viktor ; Li, Sophia Zhengzi |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 172.2013, 2, p. 307-324
|
| Subject: | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Theorie | Theory | Börsenkurs | Share price | Volatilität | Volatility |
| 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/10009706199