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Dynamic tail inference with log-Laplace volatility

Crossref DOI link: https://doi.org/10.1007/s10687-019-00368-w

Published Online: 2020-02-05

Published Print: 2020-06

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Chavez, Gordon V.
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Text and Data Mining valid from 2020-02-05

Version of Record valid from 2020-02-05
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Article History

Received: 22 January 2019

Revised: 17 November 2019

Accepted: 19 November 2019

First Online: 5 February 2020