Tails of Cross-Sectional Return Distributions at High Frequencies1

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Viktor Todorov, Torben G. Andersen, Yi Ding

DOI: 10.2139/ssrn.6255271

Cited by: 0

References: 26

Fields of Study & Subjects

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

References 26