Time-varying jump tails
- 期刊名称Journal of Econometrics
- 作者Bollerslev, Tim; Todorov, Viktor
- 卷第183卷
- 期第2期
- 印刷ISSN0304-4076
- 文件大小603.86KB
- 发表时间2014-12
- DOI10.1016/j.jeconom.2014.05.007
- 页码168-180
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