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~isPartOf:"Econometric reviews"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Fabozzi, Frank J."
~person:"Nitzsche, Dirk"
~subject:"GARCH"
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International journal of finance & economics : IJFE
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How fat are the tails of equity market indices?
Stoyanov, Stoyan V.
;
Loh, Lixia
;
Fabozzi, Frank J.
- In:
International journal of finance & economics : IJFE
22
(
2017
)
3
,
pp. 181-200
Persistent link: https://www.econbiz.de/10011960289
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