The Granular Origin of Tail Dispersion Risk

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Torben G. Andersen, Yi Ding, Viktor Todorov
DOI: 10.2139/ssrn.6227458
Cited by: 0

Fields of Study & Subjects

Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Stochastic processes and financial applications

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Language
EN
Document type
Preprint