Which is Worse: Heavy Tails or Volatility Clusters?

Reference

Traut J. and Schadner W. (2023). Which is Worse: Heavy Tails or Volatility Clusters? (Swiss Finance Institute Research Paper 23-61).

Publication type

Working Paper

Persons

• Dr. Wolfgang Schadner

Organizational Units

• Liechtenstein Business School
• Innovative & Digital Finance