Can volatility models explain extreme events?

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Bibliographische Detailangaben
Veröffentlicht in:Journal of financial econometrics
1. Verfasser: Trapin, Luca (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2018
Schlagworte:
extremal dependence > realized volatility > return predictability > tail risk > volatility models > Aufsatz in Zeitschrift
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