Jump tails, extreme dependencies, and the distribution of stock returns

INIS

• prices 100%
• distribution 100%
• stocks 100%
• data 50%
• levels 50%
• risks 50%
• variations 50%
• assets 50%
• values 50%
• panels 50%
• market 50%
• decay 50%
• symmetry 50%
• approximations 50%
• cross sections 50%
• volatility 50%
• asymptotic solutions 50%
• moments method 50%

Economics, Econometrics and Finance

• Price 100%
• Volatility 50%
• Capital Market Returns 50%
• High-Frequency Data 50%
• Extreme Value 50%
• Theory of Value 50%
• Market 50%