Feria-Domínguez, José Manuel; Jiménez-Rodríguez, Enrique - In: The North American Journal of Economics and Finance 31 (2015) C, pp. 206-221
extra-Poisson distributions; even more significant under heavy-tailed scenarios. In consequence, the over-dispersion … phenomenon should be addressed very carefully not only by the financial institutions when designing their internal measurement …
