Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Caio Almeida, Kym Ardison, René Garcia and Jose Vicente
| Year of publication: |
2017
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|---|---|
| Authors: | Almeida, Caio ; Ardison, Kym ; Garcia, René ; Vicente, Jose |
| Other Persons: | Camponovo, Lorenzo (contributor) ; Scaillet, Olivier (contributor) ; Trojani, Fabio (contributor) ; Dobrev, Dobrislav (contributor) ; Schaumburg, Ernst (contributor) ; Jacobs, Kris (contributor) ; Bali, Turan G. (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. 418-426
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| Subject: | economic predictability | prediction of market returns | risk factor | risk-neutral probability | tail risk | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Risiko | Risk | Statistische Verteilung | Statistical distribution | Kapitalmarktrendite | Capital market returns | Risikoprämie | Risk premium | Börsenkurs | Share price |
| 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 504 |
| Other identifiers: | 10.1093/jjfinec/nbx006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011987534