Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Year of publication: |
2017
|
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Authors: | Jacobs, Kris |
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. 410-412
|
Subject: | Kapitaleinkommen | Capital income | Nichtparametrisches Verfahren | Nonparametric statistics | Risiko | Risk | Börsenkurs | Share price | Theorie | Theory | Risikoprämie | Risk premium |
Description of contents: | Description [doi.org] |
Type of publication: | Article |
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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/nbx005 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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