Heavy-tails in economic data: fundamental assumptions, modelling and analysis
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- George-Jason Siouris & Alex Karagrigoriou, 2017. "A Low Price Correction for Improved Volatility Estimation and Forecasting," Risks, MDPI, vol. 5(3), pages 1-14, August.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-CWA-2012-02-15 (Central and Western Asia)
- NEP-ETS-2012-02-15 (Econometric Time Series)
- NEP-HPE-2012-02-15 (History and Philosophy of Economics)
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