Journal Article

Time-Varying Jump Tails

Journal of Econometrics
Author(s)

Viktor Todorov

Tim Bollerslev

Date Published: 2014
Citations: Todorov, Viktor, Tim Bollerslev. 2014. Time-Varying Jump Tails. Journal of Econometrics. 168-180.
Print

Get to know more about our programs and community.

ATTEND AN EVENT