Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrislav Dobrev and Ernst Schaumburg
| Year of publication: |
2017
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|---|---|
| Authors: | Dobrev, Dobrislav ; Schaumburg, Ernst |
| 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. 388-409
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| Subject: | tail risk | non-parametric estimation | risk-neutral probability | return predictability | Kapitaleinkommen | Capital income | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Risiko | Risk | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | Börsenkurs | Share price | Schätztheorie | Estimation theory | Wahrscheinlichkeitsrechnung | Probability theory | Risikoprämie | Risk premium |
| 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 505 |
| Other identifiers: | 10.1093/jjfinec/nbx003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011987513