Testing for differences in the tails of stock-market returns

Eric Jondeau and Michael Rockinger ()

Journal of Empirical Finance, 2003, vol. 10, issue 5, 559-581

Date: 2003
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Citations: View citations in EconPapers (73)

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Working Paper: Testing for differences in the tails of stock-market returns (2001)
Working Paper: Testing for differences in the tails of stock-market returns (2001)
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