Work

Right-tail Information in Financial Markets

Year: 2013

Type: article

Source: Econometric Theory

Author: Zhijie Xiao

Institution: Boston College

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2153052588

FWCI:

Cites: 42

Cited by: 5

Related to: 10