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A Model of Endogenous Extreme Events

  • Chollete, Loran

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    (UiS)

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    File URL: http://dl.dropbox.com/u/8078351/uis_wps_econ_fin/uis_wps_2012_2_chollete.pdf
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    Paper provided by University of Stavanger in its series UiS Working Papers in Economics and Finance with number 2012/2.

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    Length: 28 pages
    Date of creation: 06 Dec 2011
    Date of revision:
    Handle: RePEc:hhs:stavef:2012_002
    Contact details of provider: Postal:
    University of Stavanger, NO-4036 Stavanger, Norway

    Web page: http://www.uis.no/research/economics_and_finance

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