Serguei Zernov

McGill University

1001 Sherbrooke St. W

Montreal, Quebec H3A 1G5

Canada

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Circuit Breakers and the Tail Index of Equity Returns

Journal of Financial Econometrics, Vol. 2, pp. 109-129, 2004

Posted: 29 Feb 2008

John W. Galbraith and Serguei Zernov

McGill University - Department of Economics and McGill University

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