Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Estimation of jump tails - MaRDI portal

Estimation of jump tails (Q2892447)

From MaRDI portal





scientific article; zbMATH DE number 6047532
Language Label Description Also known as
English
Estimation of jump tails
scientific article; zbMATH DE number 6047532

    Statements

    author
    Tim Bollerslev
    0 references
    Viktor Todorov
    0 references
    published in
    Econometrica
    0 references
    publication date
    18 June 2012
    0 references
    zbMATH Keywords
    extreme events
    0 references
    jumps
    0 references
    high-frequency data
    0 references
    jump tails
    0 references
    nonparametric estimation
    0 references
    stochastic volatility
    0 references
    title
    Estimation of jump tails (English)
    0 references

    Identifiers

    DOI
    10.3982/ECTA9240
    0 references
    zbMATH DE Number
    6047532
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2892447&oldid=42457012"
    Powered by MediaWiki