Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Turan G. Bali
| Year of publication: |
2017
|
|---|---|
| Authors: | Bali, Turan G. |
| Other Persons: | Almeida, Caio (contributor) ; Ardison, Kym (contributor) ; Garcia, René (contributor) ; Vicente, Jose (contributor) |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 15.2017, 3, p. 413-417
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| Subject: | Kapitaleinkommen | Capital income | Theorie | Theory | Börsenkurs | Share price | Risiko | Risk | Nichtparametrisches Verfahren | Nonparametric statistics | Risikoprämie | Risk premium | Konjunktur | Business cycle |
| Description of contents: | Description [doi.org] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Erratum enthalten in: Volume 15, Number 3, 2017, Seite 506 |
| Other identifiers: | 10.1093/jjfinec/nbw015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011987520