Time-Varying Volatility and the Power Law Distribution of Stock Returns
- Authors
- Albert S Kyle
- Alexis A Toda
- Andrew A Christie
- A�?ta�?t-Sahalia
- Benoit Mandelbrot
- Bryan Kelly
- Dale J Poirier
- Gary Gorton
- Halbert White
- Hernan D Rozenfeld
- Kenneth R French
- Kieran Walsh
- Lan Zhang
- Martin L Weitzman
- Michael P H Stumpf
- Missaka Warusawitharana
- Nick Bloom
- Ole E Barndorff-Nielsen
- Ole E Barndorff-Nielsen
- Parameswaran Gopikrishnan
- Parameswaran Gopikrishnan
- Peter K Clark
- Peter R Hansen
- Robert F Engle
- Robert L Axtell
- Scott R Baker
- Tim Bollerslev
- Tim Bollerslev
- Torben G Andersen
- Torben G Andersen
- Torben G Andersen
- Trevor Breusch
- Vasiliki Plerou
- William G Schwert
- Xavier Gabaix
- Xavier Gabaix
- Xavier Gabaix
- Publication date
- 1 January 2015
- Publisher
- 'Elsevier BV'
- Doi