Jump tails, extreme dependencies, and the distribution of stock returns (Q528157)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Jump tails, extreme dependencies, and the distribution of stock returns |
scientific article; zbMATH DE number 6714817
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Jump tails, extreme dependencies, and the distribution of stock returns |
scientific article; zbMATH DE number 6714817 |
Statements
Jump tails, extreme dependencies, and the distribution of stock returns (English)
0 references
12 May 2017
0 references
extreme events
0 references
jumps
0 references
high-frequency data
0 references
jump tails
0 references
nonparametric estimation
0 references
stochastic volatility
0 references
systematic risks
0 references
tail dependence
0 references
0 references
0 references
0 references
0 references
0 references
0.837155818939209
0 references
0.8068788051605225
0 references
0.7751554250717163
0 references
0.771784782409668
0 references
