Work

The Tail Behavior of Sotck Returns: Emerging Versus Mature Markets

Year: 1999

Type: preprint

Source: RePEc: Research Papers in Economics

Authors: Éric Jondeau, Michael Rockinger

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3122487935

Cites: 11

Cited by: 64

Related to: 10