Testing for differences in the tails of stock-market returns
Year of publication: |
2003
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Authors: | Jondeau, Eric ; Rockinger, Michael |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 10.2003, 5, p. 559-582
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