Work

Tails, Fears and Risk Premia

Year: 2009

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1418488

Authors: Tim Bollerslev, Viktor Todorov

Institutions: National Bureau of Economic Research, Duke University, Northwestern University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2147872003

Cites: 90

Cited by: 67

Related to: 10