Bollerslev, Tim
Todorov, Viktor
This article is maintained by: Elsevier
Article Title: Time-varying jump tails
Journal Title: Journal of Econometrics
CrossRef DOI link to publisher maintained version: https://doi.org/10.1016/j.jeconom.2014.05.007
Content Type: article
Copyright: Copyright © 2014 Elsevier B.V. All rights reserved.