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TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION
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- Journal:
- Econometric Theory / Volume 38 / Issue 5 / October 2022
- Published online by Cambridge University Press:
- 13 July 2021, pp. 986-1013
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A NOTE ON THE SIZE DISTRIBUTION OF CONSUMPTION: MORE DOUBLE PARETO THAN LOGNORMAL
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- Journal:
- Macroeconomic Dynamics / Volume 21 / Issue 6 / September 2017
- Published online by Cambridge University Press:
- 14 September 2016, pp. 1508-1518
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