Tails, Fears, and Risk Premia

Journal of Finance

Volumn 66, Issue 6, 2011, Pages 2165-2211

  Bollerslev, Tim ^a   Todorov, Viktor ^b  

^a DUKE UNIVERSITY   (United States)

^b NORTHWESTERN UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 81255177616     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.2011.01695.x     Document Type: Article

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