Nonparametric tail risk, stock returns and the macroeconomy
Caio Almeida, Kym Ardison, René Garcia, José Vicente
| Year of publication: |
April 2016
|
|---|---|
| Authors: | Almeida, Caio ; Ardison, Kym ; Garcia, René ; Vicente, José Valentim Machado |
| Publisher: |
Montréal : CIRANO, Centre interuniversitaire de recherche en analyse des organisations |
| Subject: | Tail Risk | Risk Factor | Risk-Neutral Probability | Risiko | Risk | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Risikoprämie | Risk premium | Volatilität | Volatility | Börsenkurs | Share price | Schätzung | Estimation | Risikomaß | Risk measure | Nichtparametrisches Verfahren | Nonparametric statistics | Risikomanagement | Risk management |
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Comments on: Nonparametric tail risk, stock returns and the macroeconomy. - Geneva, 2016. - 1 Online-Ressource (circa 20 Seiten)
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