Jump tails, extreme dependencies, and the distribution of stock returns (Q528157)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jump tails, extreme dependencies, and the distribution of stock returns |
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Jump tails, extreme dependencies, and the distribution of stock returns (English)
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12 May 2017
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extreme events
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jumps
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high-frequency data
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jump tails
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nonparametric estimation
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stochastic volatility
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systematic risks
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tail dependence
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